In basic training I was not taught to use the pitot heat, but since training for my IMC rating I always turn it on as I enter the runway for departure (along with the transponder and strobes), and off when I exit after landing (ditto), for the simple reason that the compass is swung with it switched on and it can make a significant difference in some planes.
As for its usefulness, I think the point is that a very thin layer of ice can completely block the pitot tube, before you've had a chance to notice it building up on the wing and hence make the decision to descend/climb away from the ice.
Tim