It is important to know that not all unattended dogs are "strays".
When a dog is running loose, observe whether the dog appears to be injured, causing harm or is in eminent danger; if none of these appear to be the case, it is likely the dog is just out being a dog and will return home when he is ready. In some instances, intervention is actually interfering in the dog's normal routine.
When deciding if intervention is appropriate, consider if you are really committed to helping the animal or just making yourself feel better. When taken to a shelter, an animal may be at risk for euthanasia; consider whether you are willing to commit time and energy attempting to locate the owner, foster the animal and/or re-home the animal.
Truly helping animals is more complicated that just picking them up and dropping them off.