Yes, I try to get every 1-2 step removed likely variation (if it is two words, get the concatenated and dash variants, get the various gTLDs (at least .com/.net), easy misspellings, etc.

An annoying thing for me is that right now for my company I have ~everything except first-last.com, which is taken by another company in the general field (but unused). firstlast.com is the primary form, but since it is two words, the dash variant is pretty important.