I would definitely keep the ball. I haven't gotten one either at a MLB game but got my share at A and AAA games.
I disagree with the comment that it wold mean more to the little kid. To me that would be much more special than to a little kid. A little brat gets that ball, and you know that a few days later or something he is going to be playing catch with that thing with a buddy or something. We all know how that ends, he will eventually lose it. If I got it, thats a memory that I can display and I have a story about how I ran over a 98 year old woman and dove across 3 rows to catch it.