I bought a magnetic broom, 36" wide which I run over the ground liberally any place where I shoot, and try to remove as much steel casing as I can, just to be a better neighbor. Yes, it's the desert, and yes, it's vast. But if you leave a mess, eventually it becomes a problem, and I like to see good shooting areas remain open. Works great over campfire areas to remove nails leftover from pallets being burned as well.
We recycle steel at the shop, so I just dump the steel cases in the bin with the old pipe fittings. I have gotten some very strange looks from the guys at work when I say "I went shooting for a couple hours on Saturday" and then dump 4-5 gallon buckets of steel cases!