i usually don't. sometimes i do to keep in the habit. but most times i skip a few days for a break depending on the timing. for example, i just got my period today and we're traveling over the weekend so i will prob skip temping until monday. partly because i know i typically sleep terribly in hotels so that will throw it off, partly because we will be drinking so that will throw it off, and partly because i don't want to set an alarm for our weekend getaway. i think whatever works for you is fine.
I'm with stargirl ... if AF starts on the weekend or something I'll re-start temping on Monday when I wake up normally, even with AF. This is my first cycle in a while that I'm charting temps and I skipped temping on my period completely. The previous times I did, I temped through and they were always kinda crazy and all over the place during AF.
tl;dr I don't think it *really* matters if you temp or not during AF.