Well, when I got my shield, they didn't offer the no safety so mine has it. When I first started carrying it, I always kept it off, but when practicing, I'd put it on so I had to practice sweeping it off on draw. Now I usually leave it on because I sweep it off whether it's on or not, so why not?
If I had to choose, and they were the same price, I'd probably still pick the safety, but for no particular reason. I was comfortable, after reading several threads on here about it, carrying without the safety on.