Never had an issue with tax time either. I always get money back. Yeah, it's an interest free loan to the government. So? It's not like my savings account pays any interest worth bothering with and, this way, I am forced to save for a year without dipping in for this or that.
This year I got enough back to pay off my car (not to mention buying my brewing setup). If I had lowered my deductions and put it in a savings account I would have gathered, what, 50 cents in interest? And that's also assuming I didn't spend it in the mean time.
I feel for the people who have to pay in, but I certainly look forward to tax time every year. Not only do I get a large, lump sum return of my savings, but it also means that summer's on the way.