When in doubt, pinkies out!
Thankfully, I've never had to take part in s formal tea. I'm not a dainty, proper lady. LOL!
There are teas worth my the extra time and effort to sip from small cups. I have a rather lovely Japanese tea set for things like that, but, most of the tea I drink is herbal or I prefer it to be very well steeped, so, precision isn't a necessity. Heck, I don't even have a kettle at the moment, and that annoys me but I've yet to find one that I want to spend money on.
Now... I do absolutely love a good tea service. There's a chain in NYC called Alice's Teacup that's simply amazing, though I have no clue if they are still around or how many branches they have. But they served the best tea I've ever partaken of in my life.