I don't, but I work for one of their vendors and I'm in HD every day.
As far as I know, Home Depot has never given their associates discounts on retail purchases. They have had a couple of "friends and family weekends" with special discounts for associates and people they know, but that's just something they've started doing recently.
On the other hand, they do have really good benefits such as insurance, employee stock purchases, etc., for the full timers. I'm not sure about the benefits for part timers.