I ride with an 11-23 cassette and 52-39 rings and I stay in the 39 up to about 23 mph on easy training rides (FYI 23 is not "easy" for me unless there's a tailwind or downhill). I don't ever put it in 9th or 10th gear, so that means I have a reasonably high cadence, though not as high as others who have posted on cadence threads. I do this consciously to increase my cadence, as my natural instinct is to push a big gear, not spin.
One other note - if I'm riding in a pack and we're fluctuating between say 20 and 26mph, I usually keep it in the big ring just so I don't have to be constantly shifting my front derailleur.
There's nothing wrong with doing most of your riding in the small ring. One big reason to switch to compact would be difficulty going up hills with a decent cadence in the gears you have. And some people just prefer the dynamics of a compact crankset. But I wouldn't suggest any compelling reason to switch unless you find yourself in gears 1-4 a lot of the time on your current setup.
If you find yourself continuously riding in the 39x12 combination, you can save some wear and tear on the drivetrain by shifting to to the big ring and adjusting the rear appropriately.
Compact cranksets can give you more flexibility: you can get chainrings to fit a compact crank that are "normal" (nominally 39x53) so you can match gears with everyone else, but if you ride in lots of hills they let you put a smaller front on than standard cranks (most have a lower limit of 39, maybe 38). A standard compact crank setup is 36x50 front, 11x21 or 11x23 rear. You get a little lower gearing for the hills, and don't lose all that much on the upper end.
For my old legs and riding style, I wound up with a 38x52 front, 12x25 10spd rear. I'm not racing so being able to get up the hills a little easier is nice.