Yes, I do this too. I like the texture of unblended oats. Although I have also started buying Oatbran - and since it's essentially in powdered form, it mixes very well with protein, etc., and doesn't require blending.
i make a pre workout mrp type shake with 2 scoops of whey powder, 1 scoop of oats, water, soy milk, splenda, cinnamon and blend... tastes fantastic and really boosts my workouts