I did, back when GM was participating.
The thing is, through overseas car sales you'll get the car somewhere between invoice and MSRP but the dealership can't add on nonsense like $500 prep and $200 for a pinstripe or whatever. If you're buying a generic cheapo econobox then it isn't worth it. Where overseas military car sales are great is when its a special car that usually gets the dealer full MSRP plus markup. In those cases, say for a really well configured mustang or something, you can save thousands. But you really should do your homework, and even get online quotes from stateside dealers for the exact car you want and compare it to what overseas mil sales can do for you.
Now if you're in the market for a Harley Davidson moto, most certainly buy overseas. They don't always get the best selection but you will pretty much guaranteed save thousands on a nice Harley buying on base overseas. Some guys will even buy a Harley every single time they qualify overseas, because they know they can turn around and sell it stateside for a few grand more than they bought it for, pretty much guaranteed. That's abusing the good deal that Harley gives us and might make Harley not give us such good deals in the future, but the point is that Harley overseas sales are often extremely good deals.
I got my first brand new car while I was in Saudi Arabia, back when GM participated. It was a very early production number '98 trans-am. When I picked it up from the dealership, an identical car on the dealer's lot was selling with a huge "fair market value" markup, somewhere around $3500 or more. I paid essentially sticker plus $250 to the AAFES vendor, a deal that I couldn't have gotten anywhere else. I was considering getting a vette the same way (before I had kids) but GM pulled out of the program and mustangs sucked until fairly recently and I had kids before mustangs got good again, so I haven't used the program.
Don't forget to look at the beemers too. The BMW sales in Europe and England are also very good. Don't go broke getting a loan for them though, better to buy used back in the states than get a huge loan for a new beemer just because they're slightly less stupidly expensive overseas
But if you're in the market for a high end car, then yea overseas mil sales can be a good deal. Again, avoid the huge car loan because that's just a good way to remain poor and broke.