I keep mine on SPORT to have a little more feel. I doubt there is any discernable difference between ECON and NORMAL

 

On a hot day you'll notice that the A/C doesn't work so well in ECON mode

 

Supposedly, Sport mode is the tightest steering and Econ mode is the least tight.

 

If you haven't done it or had it checked, your steering rack might need repacked with grease, theres an active NTHSA bulletin on it. Low on grease = sticky steering.