Pist-on or Pist-off??
If i were making that decision id chose the latter...
Anyhow, on a serious note... The piston dampens the rebound of the ski, thus giving you a smoother ride and much smoother release from the turn. If you are letting your skis run on groomed snow and dont really need a lot of energy out of them, then keep the piston on. If you are skiing short turns where you want rebound energy, turn the piston off. I have never skied on witht he piston off, but judging from how far the piston is pushed in, i cant imagine you are effecting the rebound very much at all. The newer designs have an arm running up the ski that should displace the piston quite a bit and actually make a big difference int he skis rebound. Take a look at the new Superspeed if you cant picture what im talking about.
BTW, if you dont know who the piston works here are the basics: It is easy to push the piston it, but hard to pull it out, so it keep the ski bent for longer, or if you rather, dampens the ski as it rebounds to its natural position (not bent/flexed). I wouldnt reccommend it being on if youre getting it for a slalom ski, simply because it will dampen your exit from the turn too much... however if you are rough in your transitions and throw off balance - it might be a good fix to have it on for until you get used to keeping the skis under you.