I don't use it, but several others do. For big HP/torque cars, I feel like I know pretty well when to shift, but the reality is that a shift light will make you more precise.
For smaller HP/torque cars I think they are a necessity: you just can't always feel the power drop off and you may lose precious seconds without it.
As for auto-x, I think the help would vary by course set up and gearing.