For 06+, definitely leave it in auto. For 05-, it depends. The basic advantage of the controllable center diff is that it can be opened up when off throttle to allow the front wheels to dig in and tighened up as necessary on corner exit to maintain good balance of accelleration and steering. The DCCD controller in 05 and older cars is very slow to respond and tends to throw the car sideways on exit when the diff finally engages. I spent a few events going back and forth between similarly prepped 05 and 06 STI's, and I tended to like the 05 in manual mode set 2-3 clicks from locked (meaning 2-3 clicks down from the top in the cluster). It allowed the car to exit more cleanly, but caused a bit of understeer on entry. It was pretty course dependent. It's not going to amount to much time on course if you drive it right, but it can make around 0.3-0.5 second difference when you find the right setting for the course.
The 06+ just work like magic in auto mode, as they respond much more quickly and have steering position sensors which smooth out the action very well.