I don't use anything in-camera. In post processing? It really depends on the shot and the purpose. It also depends on what you mean by "special effects". I use light manipulation filters and things like blur rather frequently, I occasionally use textures and light leak/scratch filters, borders and frames once in a while, and added things like lens flare and other rendered or added objects only when the image calls for it.
Now, if you consider things like messing with multiple images and varying layer blend modes, that again is an almost constant part of my work flow.