Yes many Christians use it, and many will get mad if you point out they should not.
I have had Christians on this site attack me after asking them not to say "oh my gosh" , because I know they are really trying to say that other thing, just rewriting it.
Sometimes a bad word / sentence slips through our lips, and I think God understands that, but we should do what we could to avoid using His name in vain / to curse / to do anything negative.