Nope, not me. The opposite, in fact. Built-in stools, tables, umbrellas, etc, even in-pool spas and tanning shelfs, are all on my "wouldn't ever have them" list. While I have certainly enjoyed my share of swim up pool bars, they were all at resorts where someone else had to take care of the pool.
If you decide to have them, you can kiss automatic pool cleaners good bye! You'll need to sweep and vacuum your pool by hand, because any cleaner on the market will just get wrapped up in the stools, no matter what shape they are.
Tanning should be done on the deck. Soaking should be done in stand-alone spas. Drinking and eating should be done at the patio table... The pool is for swimming and playing in the water, and setup with all the automation you can afford so that you spend your time enjoying the water, not caring for it. But maybe that's just me...