One time I was using one of those self-checkout things at a store, and there was a pair of shoes I got for one of my kids on the bottom rack of the cart. I sincerely forgot it was there, and didn't notice until we were at the car. The person monitoring the self-checkouts didn't catch it, either. I was feeling too lazy to walk all the way back and pay for it, so I just kept it.
That's the only instance I can think of where I took something without paying for it (albeit accidentally.) I'll usually go out of my way to avoid doing something unethical.