Alonso did that in 2010 in China.
I've often wondered why deliberate jump-starts don't happen. If you know you have the fastest race car, why spend the whole race in traffic when you can just take the lead at the start, and pull enough of a gap to keep the lead after serving the penalty?
Of course it depends on the penalty applied. There's a risk that the stewards might wake up and apply a penalty which more than negates your advantage, but their track record suggests otherwise.
Given that the minimum penalty is five seconds, you'd have to leave the grid rather early to negate it...