I for one harvested every single one. I wanted to upgrade my Plasmids faster and didn't care about some "evil" cutscene at the end of the game. I actually never quite understood the design choice to use little girls and would really like someone to explain their existence and relationship with Big Daddies again to me... and were they all clones... orphan clones? 
 
Not excited to hear BioShock: Infinite will have them since it'll bring the multiple ending gimmick back and just ruin the canon. [see: JoyStiq video interview with Ken Levine, Creative Director]

I saved every one. I always go the Boy Scout way of things on my first playthrough of any game with a kind of morality system. I couldn't actually bring myself to harvest them during my 2nd playthrough, either D=. After playing BioShock 2, though, I can now harvest every single glowy eyed brat that I come across without a single drop of remorse. =S Plus I swear that they tell their Big Daddies to ''kill him like a little bitch'' when I attack them.

I always play the good guy first time through.

I saved every single Little Sister.  I usually play as if I were the person in the video game when it comes to choices such as those and I would never hurt a tortured soul like those even if they made me more powerful (which, in the end, it didn't because saving them actually gave you more Adam than harvesting them).

I have not finished Bioshock but i saved the 2-3 that i encountered and i plan on saving every other one as well. 

" I actually never quite understood the design choice to use little girls and would really like someone to explain their existence and relationship with Big Daddies again to me... and were they all clones... orphan clones? "

I harvested every one my first time too, I went into it not knowing what to expect, and didn't know you actually get more Atom when you save them. My 2nd play-through I saved each one though.

" @Bionicicide said:

" I actually never quite understood the design choice to use little girls and would really like someone to explain their existence and relationship with Big Daddies again to me... and were they all clones... orphan clones? "

For the design choice behind Little Sisters, listen to the first Irrational Games podcast. 
 
The Little Sisters were not clones but they were technically orphans as they were removed from their parents.  The Big Daddies were created as protection for them, obviously.  You can read more about it at the Bioshock wiki. "

I don't remember actually :) I was disappointed in Bioshock. Everybody was saying it's the best thing ever but when I played it I was meh... certainly not the 96 on metacritic.
I was saving them but I think I harvested one or two... dunno.

I saved them all.

I saved all the Little Sisters I found although I do have a friend who started harvesting them and then a certain way through the game started regretting it.

little of both, the getting more atom for saving all is complete bullshit though.

I'm afraid i quit the game before getting there

I saved them all, it's not in me to be the evil guy