I was running my OEM 19" on the track until recently and went with TPMS to avoid the warning light. I didn't see any issue with balancing or anything like that but was finding that having to reset TPMS was an unnecessary annoyance.
I just switched to RS3 square on Volks G2 and went with no TPMS this time. Sure, the warning light is annoying but I find it less annoying than having to reset TPMS at the track.
My take is no TPMS if you use the wheels for track only and TPMS if you use the same wheels on track and street.