If there's time, I usually say "good morning, afternoon..." to ATC when getting handed to them. Will also say a quick "thanks, have a nice day" etc when leaving. Never hurts to be nice, especially when you're instructing and dealing with the same controllers on a regular basis. They recognize your voice and I'm certain that it's helped me out a couple times when I've gotten cleared to land number one when more than one aircraft is about the same distance away from the other. When it's busy, however, I get in, say what I need to say, and get out.

The Fed I took my CFI checkride with sent me an article on "Any traffic in the area please advise" and told me that if he heard me say it at any point, he'd fail me. The AIM brings this phrase up specifically and says not to use it.