OK, to be honest I rarely know for sure if my fog/driving lights are on or off at any given time. I owe this frequent state of confusion to the engineers at Toyota for failing to put an indicator light on the dash, or at least illuminate the switch.
At night I can usually toggle them on and off a few times to figure out if they are or are not on (unless it's painfully obvious because I'm out in the darkness away from city lighted streets). Of course, this activity usually gets people to flash their headlights at me as they approach from the other direction..
In the day I have to gently rest my fingers over the switch and try to determine if it is in the recessed position (that's on) or the popped-out position (off).
So, like many others on this thread I just leave them on all the time.. but since my electrical is stock they only come on when my main headlights are on.