http://www.legislation.gov.uk/uksi/1989/1796/regulation/25/madeFog lamps are classed as driving lamps so you can put them on with your sidelights and your not breaking any laws...
http://www.legislation.gov.uk/uksi/1989/1796/regulation/27/made
You must not allow a front fog lamp to be lit "at any time other than in conditions of seriously reduced visibility". (And no, normal darkness doesn't count)
Foglights are useful in fog. The front fogs help to illuminate the edges of the road, and other people can see you from much further distances. I use them once every two years or so!