It depends on how hardcore of a shop scummer you are. If you can stand scumming dungeons for specific items, you can fill your return slots with items that don't mesh with your current strategy. You can get a pretty nice advantage by removing all of the magical support items right before doing a Warmonger run, for example.
The thing is, unless you plan on doing a long string of similar games, you'll be doing much, much more scum-work than actual game play. Like, 5-10 times as much.
As it is, I mostly chuck in the spoon at the start (good price and space, terrible shop density), and that's about it. Part of the fun is having all sorts of weird, unexpected combos arising from items you don't normally use.
I actually used to veto the Trisword back when it was a god-tier item. It was so powerful that it was warping the whole game, and the veto mechanic was a way for me to politely pretend that it didn't exist
EDIT: Oh yeah, I also routinely veto the Orb of Zot. It's too expensive to actually buy, and is rarely even worth translocating. The Amulet of Yendor flickers in and out of my shop pool, depending on how often I feel like prepping Translocation Seals.