I don't generally pick up my spent shells if I'm hunting upland game in the woods. I always make an attempt to pick them up if I'm hunting a farm that has cows. I don't like to see spent shells on a farm road anyhow.

Most shotguns have Ejectors which propell shells a good distance when the gun is opened after firing. I much prefer EXTRACTORS which only lift the shells up from the chambers and require one to remove the spent shells by hand. I then simply place them in the rear bag of my vest or coat.
Let's face it, how many times in your life have you needed or been able to get off that 3rd shot from a two barrelled gun?