in my opinion u will almost always need to leave them on but not for more than 6-8 hrs/ day, algae will also boom and recede and do their cycle and it will happen when the lights come on regardless of if u r starting the cycle or after when " you think" the tank is cycled...
the only advise i can give you when cycling is do it for twice the time you think your tank is cycled and measures zeros,
a friend of mine cycled his tank for 6 months before he put ANYTHING in the tank, i did my cycle for 10 weeks and everything was reading zeros after 6 weeks btw