I always did. My conscience wouldn't allow me to do otherwise. After all, this is the country that schooled me and fed me. I use all the infrastructure here, and am entitled to all rights and benefits that any other citizen was entitled to. If I'm free to reap benefits, then why not stand for the anthem and show a little respect?
The "sister" who studied with me was such a zealot, that if she was standing when the anthem began, she would go out of her way to sit down even if there were no seats around! I never agreed with that sentiment.