I do. Folks aren't supposed to photograph you, without asking, at a recognizable distance. http://www.burningman.com/press/photo_guide.html
Do some folks flout this rule? Sometimes. So either know the moderate risk and accept it, don't accept the risk and wear a little bit of something, or wear something on your face or head that makes you feel less recognizable (sunglasses, a fun wig, a mask, a big hat, an animal nose--whatever you like. This is a common strategy). Or wear a merkin and pasties.
The person below me has never gone naked at the Burn.