I would like to have "Hey Siri" on my iPhone 6S when plugged in, but not all the time. Is there a setting for that, or was that feature lost with iOS 9 and 6S?
"Hey Siri" is now always on, if on, because of the new M9 co-processor; the same one that records your steps. Apparently it can do this without unnecessarily flattening the battery.
See the report from Apple Insider - Apple's efficient M9 coprocessor will let your iPhone 6s track pace, make 'Hey Siri' always on
In a first for the iPhone series, the iPhone 6s will measure a user's walking or running pace when they exercise, without the need for battery draining GPS. Previously, this functionality was limited to the S1 chip in the Apple Watch.
The M9 also allows for Siri to be always on. That means users will be able to use the device's "Hey Siri" voice command at all times.
If you are getting false positives when you have your iPhone in your pocket, you could prevent "Hey Siri" from working until your iPhone is unlocked by going to Settings> Touch ID and Passcode and scroll down to the "Allow access when locked" pane and switch Siri off.
You won't be able to use Siri at all on the lock screen, but at least you won't get any false positives while your iPhone is in your pocket. I don't allow Siri on the lock screen anyway for security.