I do the "open windows, A/C on" thing sometimes in my car. Too warm to really be comfortable with just the window down, but I really like the fresh air a lot more than the super dry cold air coming from the vents. I wonder if that's the same motivation for people who open windows in an air conditioned house.
We have awning windows at my house, and I try to open them when it's raining to get some fresh air flowing through the house without completely killing the AC system. Luckily summer is the wet season here so it works out.