Yes, but with a minor caveat. It's true that most bathroom fans are rated for damp environments and can be installed onto the same switch as the light fixture in most cases. However, if you're using an exhaust fan that has a built-in heater to prevent it from freezing up when not in use (popular in cold climates), then your circuit might trip because of the resistance heaters create and cause power surges. To avoid this problem, install your fan so that it activates on a different circuit than your lights to stay on when they're dimmed - just make sure to consider humidity levels before installing them somewhere where it will matter less! Some people have found success by turning off their lights when taking showers or baths