I used to keep all of mine but with so many juvy snakes, my shelf was loaded with shed skins. At one point I had at least 30!
Some I threw away, others I gave to people interested in examining them and keeping them. Now, I only tend to keep the bigger one peice sheds, 3' or more, but it's hard because my bp's never shed in one peice!!!
Keeper of 5 snakes, leopard geckos, 1 green iguana, 20+ tarantulas, 2 dogs & a bunch of rats!