Most times (9/10?) we get to fly the SID/STAR as published - they were designed to lower ATC workload and ease separation problems as well as, in some cases, limit noise to nearby ground dwellers.
If we do get a heading (either a short cut or to increase separation) to steer from ATC we select "heading select"mode for the FMS so the F/D gives the appropriate commands within a second or two. (B737NG)
Big Iron chapess