If you are talking about travel bugs or geocoins you don't have to leave one if you take one. Most of these trackables have goals. You should see what the goal is for trackables in a cache before you head out to get them to make sure you can get the trackable closer, and not further from its goal. We have grabbed travel bugs before in Terre Haute and brought them back to the Indy area only to realize we brought them the wrong way and had to take them back.
Trackables are NOT collectibles.
As for regular trade items you should always try to replace the items you take with similar items. We have a small bag we carry with us that is full of toys, key chains, etc.
The rest is just common sense.
