Anyone ever leave a little play in their wheels? Like, don't tighten the but all the way so the wheels/bearings have like 1-2mm off wiggle.
Absolutely 100%
The number of times people have asked why their board is so slow and it is because they tighten things up too much, even with spacers, the bearings spin much more freely with a bit of play.
As said, it also makes the board sound more normal too, and by normal I don't mean shieldless messed up bearings screaming, more just sounds a bit more crisp overall, and makes my Spitfires bark when I slide too.
* I always ride with shields on and for the most part fairly silent bearings.
Each to their own though, as I know one guy who cannot stand any noise coming from his setup and that includes tightening things down almost too far, but that is his choice.