I use the drive-throughs at the bank all the time. So much easier than parking/locking bike, removing helmet/gloves, etc. And I love the look on the teller's face. They've gotten used to me, now, durn it.

As for fast food drive-throughs, I haven't figured out how to eat a hamburger on my bike, so I just go in. We used to drive through occasionally, but then we'd just be eating in the car, and that's just not very classy. I don't like to do it.