Unless there's something distinctive about the keys or if I need one to exit the parking lot, I try to remember to return them to the desk. I recently learned that at one property (Homewood Suites Long Beach) if housekeepers find keys in the room and return them, they get some kind of bonus that will allow them a free item at the hotel's store once they've accumulated a certain amount. So every time I'm there, I make a point of remembering to leave the keys in the room.