If you pay attention to efficiency (e.g. mi/kWh in the US or kWh/100 km elsewhere, I think), then EcoPro and EcoPro+ make a difference.
EcoPro limits the power to the wheels. Its still there, you just have to press harder on the accelerator. If you are in EcoPro and accelerate hard, you'll get the little picture of the foot on the accelerator on the control display, indicating you should light-foot it a bit. EcoPro also reduces the battery consumption for heating/cooling (meaning heating and cooling runs at a lower rate, drawing less power). This may or may not be desirable to you.
EcoPro+ limits the accelerator even more, and doesn't give you the option to override. It pretty much eliminates jack-rabbit starts and mashing the accelerator to pass. It also turns off climate control entirely, except for the defroster. As far as I know, the only way to get just the fan to blow (with no actual climate control) is to have the car in EcoPro+.
The net result of both EcoPro and EcoPro+ is to reduce power consumption, thus getting you greater range (e.g. higher efficiency). Whether you want this or not is up to you. EcoPro might get you 8-12% more range than Comfort, all things considered. EcoPro+ a few percentage points more.
As a general rule, heating takes more power than cooling, so ironically its more efficient to run with the AC on than with the heat on. Think of the number of degrees you are attempting to change with each. With heating, you might want to change cabin temperature by 20 to 60 degrees (Farenheit), but with cooling, its pretty rare to want to change the cabin temp by more than 10-15 degrees (Farenheit). If you want to cool the cabin, it will take less power to run the AC than to drive with the windows open (above 25 mph or so), as the aerodynamics are greatly affected by open windows.
Also, the "fan" control in the console behaves differently than you might expect. Its actually an intensity control, meaning that the higher you have it set, the harder the car tries to work to keep the cabin at the desired temperature. While this often involves running the fan at a higher speed, it also uses more energy in either heating or cooling. In other words, its not just a fan control.