I'm inclined to say "no", unless you're using a renewable energy source that would otherwise go unused. So excess locally produced power that can't be sold to the grid, essentially.

Power markets are very liquid, so I tend to favour calculating your personal footprint based on the average co2 output of the grid, not the particular energy production method you've chosen. This makes it clear that even if you're paying for wind power, it's still better not to waste electricity.