Where I live(Illinois), it is the law to signal 100 ft before you commit to a turn in city and 200 ft in rural areas. It is a ticketable offense...even if they have never given out a ticket for it(Not sure but I still don't think I am wrong).
Why in the hell would you lose points for signaling when no cars are around? What about pedestrians and other things like that? You also never no when a car is going to come into site and rely on your signal. Its better to just signal. It hurts no one.