I.e. the only good monster is a dead monster. Besides, if you leave a live one behind you, it might just come up and stab you in the back.

The only wands I keep are the wands of Poison Cloud, and I give those to my gladiator and assassin for use against the dragon. Also, if I find any worth having early on, I keep a couple handy as insurance against my initiates running out of spell points at an inconvenient moment.