Same here, although I like to loosen the tail cap of lights that are just sitting if they have a lock-out feature. I do this just for peace of mind; the only lights I leave batteries in are un-altered lights, and even if the light were to come on by itself, it wouldn't get hot enough for anything to go wrong, BUT, I do have some lights that have been modded, and I wouldn't dare leave a battery in them unless it was right beside me on my night stand. Those lights get hot enough for something to possibly fail, so I don't take any chances.
Basically, if it's not on me, or beside me, I like to loosen the tail cap, but like I said, it's really personal preference for an un-altered light.