I don't..  but my alter-ego, which is a noob, thinks it would be cool to have some of the guesswork taken out of it.  A wizard is more like something that automates and walks you through doing something.  I'm saying something interactive that would be there if you need it and could be turned off by advanced users.

I know I might get flambasted for this but think more of... "Clippy".  Yes, I mean the animated paperclip in old Microsoft Word.  It could sit in the corner and you can get interactive help from it or it (by typing keywords) and could take some note of what you are doing and occasionally say.. "Hey, I can show you a better way to do this".  It wouldn't be "Clippy" but it could be Andy... or Woody.

.