I usually hang the "ready for housekeeping" sign on my door if there is one, then leave.

Sometimes if the front desk is actually right by the entrance door and there is never a queue at that hotel, then I will drop the key card there and say bye (particularly if the staff member remembers me). Occasionally I want to confirm that my bill is correct, or dump some coins at the front desk.

The only other time I do check out is if a late(r) checkout was refused, but I want to stay in the lounge for longer.