I don't have any on my softail, but I do on my Ultra and I always have them on. The single light that you keep on is so others can see you right? So why not make yourself even more visable by using additional lights if you have them.
So ON for me!
+1 to always on. I'm not removing my tail lights either. The more lights on the bike the better. I'm planning on adding Aux lights to my LO soon as well.
I don't have them on my Fat Boy Lo yet but when I had them on my Dyna they were always on. Honestly when I'm out in my car the bike with auxiliary lighting are always more visible than those bikes that don't have them or don't have them on.