Yes, all the time (well I used to). They're effectively pests. They eat plants and vegetables in the garden and ruins them, so we collect them and have a mass execution of slugs and snails in a bowl of salt.
The other thing we used to do is get stale beer and put it in sunken bowls around the garden at night. The slugs and snails would be attracted to the scent of the beer and fall into the alcoholic beverage and drown in drunken bliss.
Also, slugs aren't insects, they're molluscs.
Finally, don't eat or let a child eat a slug or snail (at least not raw), they have numerous parasites that can infect and destroy your brain.
Oh, and PETA are a bunch of extremist freaks. According to them, keeping a pet is apparently cruel to the animal and they'd rather put an animal down than give it a home as a pet. So they really aren't a good source to go to on animal cruelty.
