Personally I changed my riding out of the saddle habits when I bought a speedometer. Rarely did I notice an increase in speed when out of the saddle, typically getting a 1 - 1.5 mph drop even if I felt I was going faster. Dancing on the pedals clearly has its place on very steep hills and competitive situations, but, for general riding, for me, staying seated and using the gears is more efficient.
There seems to be a misconception here about the 'strain placed on the rear derailleur'. Let's be clear that no matter how strong you are or how weak you are, or how heavy you are, or how light you are, any extra force applied to the pedals will not make a big difference to the mechanical lifetime of the rear derailleur.
The reason for this is that only the top part of the drive-train is under tension. The first few teeth at the top of the chainring and the first few teeth at the top of the sprocket do all the work, where the chain wraps around at the bottom is not under tension - the derailleur cage spring provides what tension there is and that does not increase just because you are going-for-it.
The rear derailleur feeds the chain in at the bottom in the low-tension part of the loop, the front derailleur does not - it acts on where the chain is tight (when pedalling), hence you definitely have to ease up when shifting chainrings.
As for the chain and sprockets that is a different matter. When changing gear there will be a point when those first few teeth are actually on two different sprockets. Because the sprockets are of different size the chain will not have a smooth transition from one sprocket to the next and the shift of the load from one to the other may not be exactly smooth.
With modern 'hyperglide' gears setup correctly the shift will be possible under load without too much scary goings-on. However this will result in mechanical wear. This wear will primarily be to the bushings of the chain resulting in what we call 'stretch'. In turn this 'stretch' will degrade the ability of the chain to spread the load over 'the first few teeth' of the sprockets (and chainset). The 'first few teeth' eventually becomes the 'first couple of teeth', then, with the load not spread the sprockets begin to wear, potentially resulting in a hooked shape that means only a 'stretched' chain will work with the gears.
Notionally chains have a life of 1000 miles, 2000 for a posh one. I advise that you ride as you feel fit, keep the gears adjusted to work and replace the chain every 2000 miles to avoid damage to the sprockets and chainring. You can ride the gears into the ground, putting 10K miles on a chain but this means you end up with a bill for replacement parts that comes to a lot more than it would have cost to replace the chain as per its service instructions.