When it comes to staying warm? You bet I will, starting with textbooks to doubt.
For the sake of just burning a book symbolically? No, not ever. John Milton was a little preachy when he said this, but it is one of my more favorite quotes of the issue.
"For books are not absolutely dead things, but do contain a potency of life in them to be as active as that soul was whose progeny they are; nay, they do preserve as in a vial the purest efficacy and extraction of that living intellect that bred them. Unless wariness be used, as good almost kill a man as kill a good book. Who kills a man kills a reasonable creature, God's image; but he who destroys a good book, kills reason itself, kills the image of God, as it were in the eye." -John Milton
Warned you it was preachy, but it gets the point across.