I've been to the Trinity site, and around the Nevada test site. The Sedan crater at the NTS is particularly overwhelming. If you've never seen a man-made dry hole in the ground a half-mile wide and a quarter-mile deep, well, you should.
In both cases, I had an escort, and trying to take a little something home wouldn't be worth the risk to my life, career and criminal record. I didn't spend a lot of time in the Boy Scouts, but I was there long enough to learn one adage I still like a lot: Take nothing but pictures, leave nothing but footprints. That I did.
Trinitite - the greenish glass made from the first nudet, is pretty cool stuff to see. However, it is still mildly (not much above the background count now) hot even after 60 years.