Yep. All the time. Sometimes I sleep in it when I'm lazy.
I do whatever it is I do (CW, moisturize, etc.) and I put it in a WET BUN (see tiffers tutorial and that is basically how I do mine). After that, I carefully take some of the hair out in the front and then put on the half wig and blend. Yep, I put the wig OVER the bun. As long as the bun isn't on the very top of my head it doesn't matter b/c it's not noticeable. Now, if I'm going somewhere that I know a guy will probably touch my hair, I do an ultraaa low bun closer to my nape. I try to keep it as loose as possible.
If you don't want to leave hair out in the front, then you can add headbands to cover it. Also, try to leave the combs looser in the back and positioned very carefully in the front. Most newer halfs now come with the clasp so you don't have to have the combs so tight. I also add a couple pins wherever I feel if I know I'm going somewhere windy.
I used halfs in between stylist visits last year as well. But I just started doing the bun with it though around August. I'm going to continue until I reach BSL. Possibly continue through MBL. I advocate them to everyone b/c they are a great way to keep your hair protected while still having cute styles and not walking around with a VISIBLE bun 24/7
I'll prob do a tutorial one of these days. This has been a savior to my hair.