I have on rare occasions. DS is only 2 and about 2 or three times over the last year he has had a complete meltdown about getting out of his PJs (particularly if they are Thomas the Tank Engine ones). If I put him in something else he just takes it off.
BUT - he is otherwise clean, fed (if it is after the nursery breakfast time), clean nappy, shoes on etc. And I've always told the nursery staff just to let him play in his PJs if that's what he wants. They just laugh about it.
Also, at the nursery he goes to all the kids have several changes of clothes because they do lots of messy play (sometimes in their nappies) so they often change in and out of their clothes during the day anyway.