As in spending the whole character on the Sheogorad island? I havent but I actually might try it. I love those simple, restrictive RP's.

I've started several characters out in Dagon Fel but I've never spent an entire game there. I guess the longest I've spent in the area was about 20-30 game hours. Most of these characters eventually moved on to Ald-Vendras or Solstheim.

EDIT: For one of these games I moved all of my shop and house mods to Dagon Fel. It was a thriving trade center in that game. This is what it looked like: http://i.imgur.com/d6J8mzY.jpg