On a dry road you have to be pushing pretty hard I found. I always have it off now anyways, The trophys handling is that good you dont need it + you get a better feel of the car with it off.
Mine is nearley always on, for the reasons people have said already, it just doesn't interfere with driving on a road, and if it does maybe the speeds / driving manner are innapropriate for the road anyway. I've not driven the trophy on a track and may consider turning it off on one when I do, but will decide that when I drive one.
I think this thread shows the high quality of posts and common sense of users of the forum. I've seen similar threads on other forums with so many people saying they turn it off because they don't need it and it only gets in the way, implying at the same time they are driving gods.
I have mentioned before that the Trophy/I was much quicker with the TC turned off - dry or wet - it just cut back too mcuh - but I would suggest that driving hard without it on is fine on a track, but in the wet on a strange road we all need as much help as we can get.
as with the shift light you need to be looking at the dash board to see it - if you're lighting it up the last place you'll be looking at would be the dash lol.
Having read this list of posts I feel that I should point out that ESP is not just traction control.
The biggest difference ESP will make is with lift off oversteer. On and the car will slam on individual brakes and you will exit the corner slowly and alive. Off and you will end up flying backwards into the trees.
Having learnt the hard way on a driver training day I can say I have experienced both (fortunatly no trees near that track).
Having done quite a few track days now I can still say it is very difficult to save a big slide.
I posted a video on you tube a while back from an evo day at Bedford (search trophy, Bedford, evo, spin might find it). The lift is on purpose (you gotta have fun) but once sliding it is quite hard to save. The last one is full lock and foot to the floor to drive out of it.