Main thing is to collect from where you know that no kind of pesticide has been used, and is a decent way from traffic to avoid as much pollutants as possible. If you're not sure, I'd recommend buying online.
I freeze any leaves I collect for a minimum of 3 days, often up to a week. Then I soak them in distilled water for 7-10 days. I use a 5 gallon bucket and then have another I place on top to weigh down and make sure the leaves are completely submerged. If the freezing doesn't kill any unwanted critters in the leaves, they'll drown when submerged. I've been doing this for my isopods for the past couple months and it works great. Some people bake the leaves, I don't like to, since that would kill any beneficial microbes that are good for my pods.
For any other stuff (branches, bark and whatnot) I freeze for a week to try and kill off anything. I didn't put that into water since it takes so long to dry it out - knock on wood, everything is ok so far.