We tried it but quite a few of the users, myself included use Android/iPhone to access the site via 3G, when Connect was turned on it added about 3-6 seconds onto the page load time which is quite considerable if you're used to everything being very snappy.
We were happy though with the way it worked but for the time being it's not quite ready to the stage that we would leave it switched on.
One to keep your eyes on though.