Most cars have rubber (or plastic) suspension bushings, and those have compliance. As a result, driven wheels will tend to "pull" themselves forward and toe-in slightly from their static settings, and non-driven wheels will tend to be pulled backwards by the forward movement of the car, toeing themselves out slightly from their static settings. These effects are smaller at lower speeds, and larger at higher speeds.
Toe-in at a given end of the car promotes stability. It tends to help the car correct any deviations from going straight ahead. Toe-out at a given end of the car promotes instability. It tends to reinforce any deviation from going straight.
From the racing world: Toe-out at the front can help the initial "bite" of the tires on turn-in. Toe-out at the rear leads to a car that likes to try to swap ends, or at least likes to get the tail of the car sliding around more easily. Toe-in means less response, but more stability--especially on high-speed parts of a track.
Toe will also change on most cars as the wheels go up and down. (Google "bump steer" for more info.)
If you always wind up with toe-in under all circumstances, you will have a car that is more stable than one that goes into toe-out sometimes. It will give you a little more tire scrub, so a little more friction losses and therefore a bit less MPG.
Unless I had the time to check the bushing compliance at various speeds, and to work out the bump-steer graphs for the car, and could change the toe settings reasonably easily, I wouldn't bother messing with the toe unless I suspected a real problem.
-soD
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