Yes, I set up unmediated access with SFX, our Open URL resolver, and the Get It Now (GIN) service from the Copyright Clearance Center a couple of years back, with a deposit account, with the Nature Publishing Group as the only publisher we chose (we cancelled Nature for funding).  I also set up FIZ Autodoc in Germany for the American Chemical Society journals--that's their doc delivery provider. That one is mediated and paid through ILL funds, and I wrote a little about it in an ACRLog post when we cancelled current ACS journals. (If you want to read it, it is tagged ACS--it was around the time Jenica Rogers took her stand on ACS.)
While I also don't want vendor/publisher contacts, I have thought about expanding the service to more publishers, and am working with our ILL person for stats on what's requested, to try to discern patterns. One disadvantage is that the access is not immediate as with a subscription, so some patrons won't use it, even though articles are usually delivered via email within minutes or hours. I've heard that using tokens sometimes avoids that, but then there are other logistical issues with that.
There does seem to be a lot of interest in this as a lower cost way to provide access to expensive journals, especially at smaller libraries, though I've heard some opinions that libraries shouldn't purchase articles for individual users, since we are all about sharing. It is not a copyright issue or Fair Use at all, since it is a purchase. Authentication goes through the database for proxying IP off-campus; users have to use their College domain email, and I set up restrictions to limit the number of articles per day (5) and to avoid accidental duplication if the patron requests more than once. I get a report of what's requested and the state of the deposit account (so I can ask our SFX person to turn off the SFX link if the deposit account runs low, until we replenish--then it would automatically go to ILL because that's how we set up our SFX menu--but that hasn't happened yet). (Trying to remember all the issues involved--probably should put this all in a blog post.)