I always use my turn signal. And it isn't always for those behind me... Usually it is the people in the opposite direction or on a cross street that need to know where you are going. I hate sitting at a green light trying to make a left-hand turn and have a bunch of cars coming in the opposite direction with no turn signal on, only to find out that none are drive straight through the light. If any of those cars had their turn signal on, I would've known that it was safe for me to make my turn as well. Even if the people are in a turn-lane they should use their signals; they may know they're in a turn lane, but cars in the other direction may not be familiar with the intersection layout and don't realize that all of the cars in a certain lane are turning.
I know its a pet peeve of my dad's as well. When I was first learning how to drive, that was one of the things he would always tell me about. Unfortunately I think his pet peeve has gone bad in the other end of the spectrum. In an effort to ensure he is always signaling well in advance, he tends to turn his signal on too early... Sometimes he turns it on a good block or more before he actually turns. I think premature signaling can be just as dangerous; the people may think you just forgot your turn signal and may try to pass you just as you try to make the turn.