I keep it running, but it's mostly because of the design of my shower. I have to mix hot and cold water, so with turning it off I would spend more time getting the temperature right again than the shower was off... Come to think of it, at my boyfriends place which has one handle for temperature and one to turn the water on or off, I also keep it running. Do'nt want to wait for the water to heat up again, but I suppose it would stay warm... When I shower in places that have showers that automatically turn of, or in campsites where you have to put money in the shower and only get 5 minutes of hot water, I do turn it off.