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Leaves are a valuable resource.

Organic matter is how soil is created. Removing leaves off site is strip mining and depletes the soil.

When shredded finely by a lawn mower they make a neat mulch in beds. The resulting dust is beneficial to the grass and tree roots in a lawn area.

What appears to be a giant quantity when shredded becomes a small fraction in bulk.

A covering of leaves in the beds delays freezing of the ground so extends the root growing season. (Roots grow in the fall till the ground freezes)

The time/labor involved in shredding the leaves is a fraction compared to removal (either stuffing into paper bags or loading into a truck).

My lawn tractor (antique Gravely) does this quite well - the leaves must by dry and several passes are needed - not a big deal as it's a rider. A push mower is a bit more involved, mine doesn't chop as well as the tractor but does work. Adding a "mulching" blade (not a big deal) to the push mower helps. And don't wait till the leaves accumulate.

further reading:
    a discription of mulching blades
    a discusion on the process from gardenweb.com