For class members it's fine. For other variables you should avoid it because compilers tend to use names beginning with _ for things you shouldn't mess around with. For example (my) stdio.h contains:
If you happened to make a variable named _iob in your program, then stdin, stdout and stderr would stop working in the scope of that variable.
__MINGW_IMPORT FILE _iob; /* An array of FILE imported from DLL. */
#endif /* __DECLSPEC_SUPPORTED */
#define stdin (&_iob[STDIN_FILENO])
#define stdout (&_iob[STDOUT_FILENO])
#define stderr (&_iob[STDERR_FILENO])