If you use the Forecast and News channel or have games like Elebits/Eledees that make use of the Connect24 function then I guess it would be worth turning on...
Personally I leave mine off for various reasons:
1. I don't use to Forecast or News Channel
2. I don't have any games that make use of Connect24
3. Keeps my Wii cooler when powered off
4. Saves some bandwith for my home network
5. I think it's pointless at the momment