I play with zoom to cursor on. I really like that feature because it makes it so easy to zoom to wherever I point with the mouse wheel (plus the last RTS I played was Supreme Commander). But the one thing that is really getting on my nerves is that message box at the top of the screen. You know, the one where the AI's whispers appear? When I try to zoom to an area covered by that message box, the messages just scroll up, and I have to do weird camera things, usually zoom out a lot more, just to zoom to the place that I want to go.
What do you guys think? Do you play with zoom to cursor? Does the UI ever get in your way like this?