I have done it several times, including twice when I was testing recipes for Peter Reinhart, another time when I ordered a miche from the Poilane Bakery in France. (I saved the paper bag the miche came in and made the starter inside that bag, in the hopes that it had some French wild yeast strains in it.)
I've been tempted to try a grape skin starter, grapes attract several strains of wild yeast. But if I did that, I'd probably follow the Tartine Bakery book method of producing a starter that isn't SOUR.