I've always been the type to play with stuff while I think, work, post online, watch TV, etc. Usually my go to is taking the battery cover off remote controls and I spin those in my fingers. DirecTV remote battery covers are my current favorite.
I do think it would be rude to mess with a spinner while having a conversation with somebody though. In the same vein as people who vape and blow smoke in your vicinity and say, "what? It's just water vapor."
I'll always find something while I'm by myself. A paper clip. A pen. Something. So I could see myself getting one. Haven't yet though.
Unfortunately, I think a lot of people who have and mess with them now didn't have a fidgeting habit before and it's just a fad for them. Doing it in front of people you're trying to have a conversation with, when I see this happen, is proof of that. I never fidget or mess with stuff while I'm conversing with someone so they know I'm paying attention. Or at the very least, I really try not to.