Yes and have worn one on and off for more than 15 years...bandana's are old school.

First player I ever saw wearing one was McEnroe, probably at US OPEN around 1988. If you have medium length hair then you know how hard it can be to keep a ballcap on with all the quick moves and I look silly with a ponytail and I sweat a LOT!... Bandanas don't hold water like elastic sweatbands, are easy to tie on and they stay in place. You can even do the "pirate" look like Agassi did during mid 1990's and cover the top of your head too. Bonus: they are dirt cheap, I buy stock bandanas (no logos pls unless your a paid pro, looks silly even on them) and keep half a dozen or so in my tennis bag...