Do you? In the beginning of the game, I always catch one of those derpy Pokemon like Patrat or something for the early HMs like Cut and (before Gen V) Rock Smash. I also use a Flying Type solely for HM Fly, but since they are part of my team, I train them normally and they don't really count as HM Slaves anymore. You guys?
Just a side note: I know I'm going to be seeing tons of "BIBAREL!".