Has anyone done this? It may be considered very rude, but it's pretty custom among math/physics majors to do the coursework and just skip their classes (and in fact some math/science profs recognize this). The reason to do this, of course, is time. I generally find it quite difficult to mix research with coursework, and it would be much easier on me if I didn't have to spend as much time on courses (while still showing grad schools that I have the capacity to do them).
Of course, the alternative approach is just to go to class and skip the lectures (without notifying the professor). A lot of people do that when skipping. But it makes me feel guilty, and permission would make me feel less guilty (also the professor might get offended).
But in general, in math/science classes, how often is skipping classes considered offensive? In humanities classes, skipping classes is effectively sacrilegious (I'm quite concerned, for example, about http://talk.collegeconfidential.com/col ... -find.html). But in math/science classes the attitudes seem to differ more (but I'm not sure if they're even universal), and skipping even becomes the norm at Caltech.