Quite a few of us do. I am one of them. Half the battle is getting the right hair that is designed for twisting.
I am using right now hair from Vienna called B. Marley Pony, you can get it at Sally's for a decent price ($6.99 per pack) and it already is preset so you won't have to worry about separating hair to do each individual twist.
I don't have tutorials but I have different styles in my fotki if you care to take a look.