I'll usually push it once, though I doubt that most of them actually do anything. They're just there so that pedestrians have something to do while waiting. Like the "close door" buttons on elevators.

Though I do remember a time in high school when some friends and I were out and about at 2:00 AM in a little New Hampshire town and a friend of mine started pushing one of those buttons repeatedly. All of a sudden this incredibly loud siren went off (like a disaster warning siren) across the whole area, which freaked us all out and we logically blamed him. So I don't push them a lot.