Link is broken, but I have heard of these people who throw their wiimotes.
http://www.youtube.com/watch?v=tXeW-1i42KI
Though throwing a Wii Remote is a big NO-NO anyways; the purpose of the wrist strap is to prevent it from dropping and possibly getting damaged. I think most people will not need the wrist strap anyways, it is not difficult to hold the controller, the strap is just an extra precaution; some people just insist on throwing them.