I tend to try and put settings back to a sort of "default" - ISO 200, auto focus and program mode - so it's real quick to fire off that first shot (very handy when you like photographing animals). Then if there's time to re-take the shot I'll pop into manual mode and fiddle with settings. It's interesting comparing the camera's settings to the ones I chose later too.
Having said that, forgetting to change something like white balance back to auto has certainly produced some interesting results and it's all great for learning!