There are a lot of reasons to collect rocks, but generally they fall into two large categories: hobby collection of interesting specimens and gathering of rocks to be used in landscaping. For the most part collecting rocks out in the desert here in California is permitted on public lands, although there are some restrictions to keep in mind. First of all, collecting rocks on National Park land and other specially designated sites administered by the Bureau of Land Management (BLM) is against the law. Secondly, collecting something that may be reasonably construed as being a relic is a violation of the Antiquities Act of 1906. Also it's not advisable to collect rocks on mine claims, although often it is difficult to identify the exact boundaries of mine claims and whether or not the claim is still active and valid. Keeping these restrictions in mind, you should feel free to collect to your heart's content providing that only reasonable quantities are collected, only hand tools are used, and you fill any holes that you create.