Yes, I even use a rolling pin! What for? Well, every once in a while, you get a stubborn bit of leather that will just not lay down flat. More often than that, I use the rolling pin to ensure the bond between two large surfaces of leather, like a lining to an exterior piece. Also, there is usually a fold or crease to make somewhere on a project. If it is a stubborn fold, I'll break out the rolling pin and make sure it's folded!
Also, it doesn't hurt to keep it around to scare of the really big bugs!