Was taught to use the kill switch only in emergencies. The rationale behind that was saving wear and tear on the switch. So it works when you need it. You're going to use the ignition every time anyway, so why wear down the kill switch un-necesarily?
That said, I used to use the kill switch first because of the reach to the neck on my Dyna for the key. Now that I have the tank panel mounted ignition switch, I never touch the kill switch.
And as far as DTC codes. Mine holds 'em fine using the ignition switch only. Another note, there is a lean detector on newer HD's that kills the engine in a spill. If your bike won't start after a tip over, cycle the ignition switch once or twice.
The kill switch is to kill the engine if your throttle sticks or you have a major drivetrain malfunction.
IMHO.