I will leave my machine on when I am cutting or pressing something in prep for sewing or in between sewing. However, I do not leave my iron on if I am sewing a lot of pieces and not going to be pressing for a long while.
I make sure everything is off when I am done sewing or leaving home for a while. I definitely leave my LA off when I am not going to use it. If I have something on my LA, I may pop back and forth between machines (my DSM and the LA) if I get tired of standing or frustrated with something, in order to break up the activity.
Even with that, I have left the room thinking I'm finished for the day and later realized I have left the iron plugged in. Thank goodness, it has an timer on it, but I still prefer unplugging it.