I have, I think 6 or 8 times for my shorts, not just for prmieres, but for any screening. If there is ANY possible way I can afford to go (and make it work with my schedule) I go.
First, especially for shorts, it's not like it's going to make you any money, so your payment is the satisfaction of sitting with an audience watching them enjoy it, hearing them laugh, etc... Better get all of that you can. Second, you just never know, is this the one where you make that networking connection that leads to something down the road... probably not, but you won't know unless you're there.