<p>As DSP indicated, think what you like, but you’ll likely be wasting your $85 application fee and antagonizing the very people you’re depending on for (typically) at least one more semester of grades and references not to mention the beginning of your career after the PhD.</p>
<p>However - some programs are different, particularly at the “state flagship” type universities. Even in a relatively small field like Classics, places like Ohio State for example, may have a number of their own undergrads in the grad program. But here at Penn, if you ignore the warning not to bother, they’ll simply cash your check and toss the application. </p>
<p>There is no way to know in advance whether you’ll be welcomed or laughed out of town. And even if a program has accepted their own undergrads previously, things can change very quickly and utterly without notice (at least as far as you are concerned).</p>
<p>So ask your advisor, believe what s/he says, and get on with your career. If you don’t like it, you can do things differently when you’re the chair of an adcom.</p>