Absolutely, 100% with zero exceptions, ALWAYS empty your cans
There are different methods you can use, but empty cans are better cans, and safer for your collection.
I'd suggest draining them from the bottom. One or two small nail holes should drain it all out. This is what most can collectors do. Just make sure to wash it.
The other, Im not as familiar with. You chill the can for a while, then open it until you hear the air rush into the can (but not all the way, and not far enough to notice it is opened). Immediately run it under hot water, and everything will be forced out. Do this until its empty. Then I think you do the opposite to fill the can with cold water and rinse it. Like I said, not too familiar with this method.
Right now, I have the following sets:
US, metal display case
US 4 shot prototype set
A few other countries, cant remember which