Like Maurice and Jamie I leave it the setting at 2 (but I might try 3, Jamie has me thinking...) for long climbs, but most of the time I leave it "open".
I started out messing with the dial, switching it around between 1, 2, and 3 and then a good friend, who's opinion I respect, told me "mergs, stop cheatin flip the pro-pedal to open, it'll make you a better rider". I don't know about "better" but it keeps me honest and I spend less time fiddling which I think is an achievement
Similar to Mo and Jamie, try and find a setting (by tinkering) that meets you long climb needs (about the only time you'll have the opp and time to flip it on) and then leave it at 1 , 2 or 3. I'd try 3 first. Then leave it.
Use the sag guidelines typical for your weight as the instructions indicate and then keep an eye on the rubber band, on a typical n. nj ride you should be using most of the travel, wo a total bottom out, with the lever open. that's what I've been told indicates you have a good pressure setup for your weight.
p.s. propedal and horst may be a little redundant too. I ride a Titus with a specialized/horst link so I can ride it open and the frame handles a lot of the things the pro pedal normally would. i love the shock.
sometimes I do set the propedal on and leave it on but its basically the same reason that I fail to remember to flip my fork lockout to off before the downhill.