I wonder if a lot of the "street legal" kit's you see online are a result of Arizona. (although I think Utah might be the same) Here, as long as you're insured, have a lighted license plate mount (with your plate mounted) and and a horn, it's perfectly legal to drive on the roads. Granted, without a turn signal kit, you have to use motorcycle type hand gestures for turning. At any given time here, it seems like 1/4 of the vehicles on the roads in town here are side by sides. Granted, Arizona is kind of the exception to most states in that regard.
Like someone else had mentioned, I also went with a turn pro kit, as I really liked the sequential turn signals (in the front) and the front turn signal light bar that tucks into the headlight bezel, and that it tied in with the factory rear lights. I didn't really like the look of the little round leds getting drilled in.
Around here people are pretty use to seeing ATV/SXS's on the road, but still the idea of getting hit in my wheeler by a car scares me, so I triple check when going through intersections. In a state where these can't technically be made street legal, I would be more concerned about getting hit by someone. Granted, if you're running across the street to your gas station type thing, a turn signal kit might be a neat addition. Doesn't really seem to add anything for trail riding, as even when there's an intersection on the trail, I don't think I've ever seem someone signal.