We did, but only after dating for 4 years and spending lots of time at each others houses. I had DC from first marriage, and we both owned our own houses, but it wasn't practical for either of us to move into the others house. So eventually we took the plunge, each sold our own and bought a new one together, as didn't want to sell and then rent due to the rising house price market.
We got married 6 months after buying and had a DC together a year afterwards, who will be 10 next year. For us it was the right thing to do, as we have been very happy.
However, it wasn't without risk, and we did ensure that our mortgage was Tenants in Common with our individual contributions clearly defined, so that had it not worked out, we would at least have known where we stood financially.
If you can, it would be wise to rent together first though..