Acura puts in the manual that moving through 1,2,D3, and D4 is a way to "shift the gears like a manual transmission" (I'm paraphrasing but it essentially states that). Obviously it is not a good idea to drive your auto Integra doing this, but the transmission has these gates for a reason so the transmission can definitely take it, but like everything good in life it must be done in moderation (sex I think is the one thing that is good and doesn't need to be done in moderation-well maybe if your like Tiger Woods and tee-ing girls off left and right there is the STD factor and there's the pregnancy thing....I'm just scaring myself now. Needless to say if you have a girl who is clean and willing to take the day-after pill I can't think of a reason to practice moderation).
Personally I only go below D4 to hold a gear if I'm going up a steep grade and the transmissions trying to shift or if the same is happening going down a steep grade. I also have done it on the highway when the transmission is being lazy and taking to long to downshift I'll toss it down to D3 (one of the reasons I THINK that Honda doesn't have a block between the D4 and D3 gate is for this reason).