No we haven't even bought gout yet. My wife and I agree we should use a darker color like a tan/brown so it doesn't look dirty all the time.
Personally, I hate caulking, and avoid it at all costs. I've had success using grout in corners and other changes of plane, and it didn't crack, but I know most people say to use caulk. I haven't made up my mind if I'll be changing my ways or sticking to my guns. I'll probably caulk against the ceiling and grout at the corners. I just especially don't like caulk in wet areas.