Disclaimer: I have an RS with Fox shocks, better sway bar, and thanks to an Ultimate Seat, risers, and footboards vice pegs, my ergos are closer to "standard" than sport, which on the RS *really* helps in the corners (especially the footboards-- it's dramatically easier to shift weight on the RS with footboards compared to the stock peg position).
Here's what I've found IME:
-- At NORMAL speeds in NORMAL curves/turns, no weight shift is necessary. It doesn't hurt, and doing so may make you feel more comfortable, but I don't find that it's really needed. Just look through the turn and accelerate out of it, you're good.
-- At FAST speeds in NORMAL curves, weight shift *still* isn't necessary as the Spyder is actually more stable than it feels, i.e. the rider's comfort is the limiting factor, not physics. That said, shifting weight forward and to the inside is most definitely far more comfortable-- and fun!-- than not doing so.
-- At FAST speeds in SHARP curves, weight shift is necessary both for comfort AND counter-acting the Nanny. I find that if I'm not hanging off to the inside, drunken monkey style, the odds of the Nanny kicking in mid-corner are increased. However, I honestly *rarely* trip the RS Nanny anymore, all because of the mix of weight shifting, sway bar, shocks, etc.
-- At FAST speeds in SHARP *turns*, weight shift is absolutely necessary to keep that inside wheel planted. Note, when I say fast here, I'm talking relatively speaking, not even extra-legal speeds: any Spyder rider is able to EASILY lift the inside wheel in a sharp turn even at parking lot speeds, 5-10 mph, particularly if you're accelerating into the turn. If you've never done this, it's easy to try it: just find an empty lot, lean your self to the inside, turn the bars full lock, and roll on the throttle. Very soon after, you'll lift that front wheel and trip the Nanny, guaranteed.
There's probably a nice geometric / calculus equation that can demonstrate the speed / wheel angle combination that will trip the Nanny. Again, I'll rarely trip the Nanny racing through the twisties (outliers excepted: off-camber roads, grooves, etc.), but a slow, sharp turn can really push our trike to the edge.
Bottom line: In most situations, shifting weight in a corner is usually most advised in order to make yourself feel like you're not going to be launched off the Spyder like a lawn dart, but is often unnecessary to prevent actually upsetting the Spyder vehicle on the road, i.e. your weight isn't really going to do all that much to counteract wheel lift as you might think.
That said, when you the rider are comfortable, you're less likely to do anything to upset the Spyder, such as chopping the throttle in the middle of a turn, not steering the bars over far enough, etc. Thus shifting your weight into a turn will make you feel more planted, and thus improve your ability to navigate the corner at a speed greater than you otherwise would.
(Oh, and lastly: as noted above, your throttle is just as much a control mechanism as your handlebars, i.e. when and where you apply throttle in a turn significantly contributes to how fast you can take that turn. "Slow in, fast out" works as well on the Spyder as it does on two-wheels).
Safe riding!