I like using mules :p .

I no longer drop anything in town. We've lost a lot. Our first Tancred's Skull due to a crash (we've since gotten quite enough, though). And a big pile of various things when we moved from act 3 to act 4 without picking up the things there. And then again a whole lot of things when we killed Diablo in pre-expansion D2. The timer things meant you didn't have enough time to really pick things up...

Now the only thing I'd even consider dropping in a game is cash.