I didn't at first, but gradually started putting them on my primary character's heroes (the ones I use, anyway) as the appropriate things dropped. I haven't bought anything as expensive as a Superior Vigor (not necessary, in my opinion), but I have bought things appropriate to the hero builds I'm running, like a Superior Death Magic rune for my MM, with other runes and insignias to balance it out. My other favorite tactic is going around to characters I've stopped playing to see what I can gather off their corpses.

Runes have gotten incredibly cheap and require no effort to acquire (unlike other things in the game that require boss farming, material-gathering, chest-running and the like). With that in mind I don't see why anyone wouldn't want to maximize the effectiveness of their heroes' builds. The weapons I give them aren't *super awesome mega power* though. They get /bonus items until I come across a suitable green or a nice but unsellable gold.