Yes, never run it close to empty, especially if you have the returnless fuel system (Late 99-2000 models). I ran my car down to about a 1/4 and it began chugging very badly over 2K RPMs. That was a really "fun" ride to the gas station.
The problem is that there is a filter within the pump itself (Not the external fuel filter) that clogs. It's a pain and once this begins to happen, chances are the filter will get too clogged. My friend lost hers at 60K and mine at 55K is probably going too.