I usually leave it in the box unless it is something that I want to make sure gets sent faster. I have noticed that leaving something in the box makes it take an extra day (usually Netflix) vs dropping it at the post office.
ETA: I also live down the street from a major regional postal processing center and I am often SHOCKED at how quickly mail gets delivered from there. Things I drop off there will sometimes make it to, for example, Chicago or Denver in a single day.
Beth, mom to older DD (8/01) and younger DD (10/06) and always missing Leah (4/22 - 5/1/05)