I usually don't use control groups and the main reason is I usually forget. Having said that, our email sends aren't huge so I do feel that a control group is a bit on the small side and therefore won't give statistically significant results - not that it won't provide any insight. I've typically worked with companies that have conversion objectives that are longer term, so I think things like sales or very fast paced industries will probably benefit from control groups a little more (e.g. promotions, sales etc).
I am thinking about setting up a global control group moving forward though as I think this gives a better overall view of effectiveness at a longer term lifecycle level.
