I\'ve just started experimenting with SDL in C++, and I thought checking for memory leaks regularly may be a good habit to form early on.
With this in mind, I\'ve been
Living with memory leaks (and other careless issues) is, at its best, (in my opinion) very bad programming. At its worst it makes software unusable.
You should avoid introducing them in the first place and run the tools you and others have mentioned to try to detect them.
Avoid sloppy programming - there are enough bad programmers out there already - the world doesn't need another one.
EDIT
I agree - many tools can provide false positives.