It depends on the insect and the damage. Some insects lay eggs in the leaves and the larvae will hatch inside (leaf miners), or spider mites weave webs on them. In those cases, where the insect would remain on the leaf and you can't remove the insect, remove the leaf. However, it sounds like yours have been damaged by, as you say, snails and tomato worms and perhaps other caterpillars, and/or maybe a beetle (such as a bean leaf beetle). These will wander over several leaves or plants. If you don't see signs of eggs (or if you do, you can knock them off), and the leaf appears to be coping (healthy green), then you should probably leave it be. (If they are clearly dying, though, then remove them to avoid diseases invading.)
If this were a disease, however, especially a virus, it sometimes would be best to remove the affected leaves to help prevent spreading.
If there are too many damaged leaves, or too many removed, the plant would suffer, as it wouldn't be able to make enough food.
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