A lot of players do. Then a lot of players (Maria S, Serena, Venus, Jennifer, even Lindsay) wear a little makeup pon court. Remember last years USO mathc btwn Serena and Jennifer both were wearing a lot of makeup. Foundation a little blush. A lot of players do and a lot dont. But I think Lena looks hot on court, those short short shorts and those gorgeous legs.
(BTW- In case you were prounouncing her name wrong it is not Elena w/a y sound at the beginning. Its pronounced e-LAY-nah. The Elena with a hard y aound has a j in front like Jelena Dokic)