Most of my experience are in Asia flying jet, and the only thing
i can say about that is..if any controller in Hong Kong (most are from UK) and Singapore give me a vector i am very happy.BUT and this is a VERY BIG ONE, if you are in Philippine, or Jakarta you cant just thrust them,i have few close call with other trafic or high ground,so i guess after that happen few time is nice to do yourself, but i guess in Canada Controller are very good, so i will say yes take the easy was when you can, of course some controller who are vectoring aircraft on a 25DME ils is not so good for fuel burn
at the end of the day some controller save my life one before, and i love them, they do a job that i cant, and we need to have great respect for them...
cheers