ocabj: I have an Aimpoint ML2 on an AR that I left on for about a week once. It was the original battery that came with the sight. It had been through a couple carbine classes where it was on all day for five days each time along with a lot of range time: it still worked fine when I discovered my error.
There are sights that shut off on a timer. I am not sure I would find this feature desireable depending on what I was doing with the gun in question. As I mentioned, I have purposely left my red dot on for maybe eight hours at a time. I wouldn't want to have to keep checking to see if the sight turned itself off in the mean time. If I was using the arm for hunting or defense I definitely wouldn't want the sight to turn itself off. I have a Ruger Mk. II .22 handgun with a Tasco red dot on it that is only fired on the range. I suppose if it shut itself off it would be no big deal, but I would still like to have ultimate control over it.
I suppose the answer is two fold. First of all the red dots that have come out in the last couple years have very long battery life. So, a mistake on your part won't be that big of a deal. Second, just make it a habit to check the switch when you leave the range. I can't see why it couldn't become a habit like anything else. Before I put my guns away in the safe I double check that they are unloaded. When someone hands me a gun I check that it is unloaded. I had to train myself to do this through conscious effort and checking that switch would be the same thing.
I also have the optional battery cover for my Aimpoint that stores a spare battery on the sight at all times. So, if I left it on for a year and found the battery dead, I have another one with me whenever I have the sight with me. Along with a spare in my range bag and two more in the freezer.
) left a red-dot on once guns are in safe but .. got back from shoot today and just noticed as gun went to bed .... I had NOT remembered to turn off the damn red-dot. Been on for 5 hours solid at near high intensity! 
