While I don't carry any of them around regularly there are certain situations I'll take one along for the ride. Mostly it's for longer trips away from home, anything longer than a day because they've become somewhat of a bedtime necessity. I find I can't rest well without holding on to something, which is probably a topic for another thread though. If I'm sleeping anywhere else there's going to be a 99% chance there'll be some fluffy friends somewhere in my bags, or under my arm, if they're too big to pack. I remember I was going to San Fransisco one time and I had my big white and grey husky plush Hasha as I stood in the cramped loby. A well-dressed man came to help with my bags and after getting everything in the room he joked, "You know, we have a no pet policy."
It might be something to test out though just to see how having a fluffy comfort companion would work, and see if it helps out with my anxiety.