Wow this turned into a debate. As for the original question of keeping fogs on at all times I am not sure. I have heard of older models where you splice some wires under steering column with the parking lights. I would assume to give the fog relay a constant signal when any lights are on. As for illegal to have fogs on with highs I'm not sure on that either but why would that be a law, after all you should not have brights on while in traffic to start with.