I leave it until the end of the flight to nick 'em. Don't want to risk any accidents from people within firing range. If you leave the aircraft last you can walk down the aisle and filch as many as you like on the way.

My friend just came back from holiday with two more for me, as he thought I was collecting one from each airline

The QANTAS one is particularly amusing, as it has a special offer for photo developing on it. Interesting...

(it's also the largest... what does that say for the airline?)
Iberia have a nice little metal strip at the top, to keep the bag shut - extremely useful.