I do both every month, too.  Of course, I guess living in the south it's different...we have buggies year round, even in the winter.  Harry actually got fleas last December after a trip up to NC.  And he was on Frontline at the time.  But when he got the fleas, it was near the end of the month and he was a week out from his next scheduled Frontline.  I know people down here who say they don't do Frontline in the winter, but seeing as how one of my dogs got fleas in the dead of winter...nope, I'll suck it up and spend the $$ to treat them every month just in case.  He was so uncomfortable, it's just not worth it to me to skip it just to save a buck.

I agree with everyone else, it's just not worth the risk not to do it, especially when it comes to heartworms.