Nah, I'd definitely take it out to clean the cage and such...I just wouldn't handle him too much, since I've heard they can be a bit grumpy while they're in shed. Who can blame them? But while bites are probably inevitable at some point, I'm not wanting to invite one by handling him when he's uncomfortable.
About a happy snake exploring...I was under the impression that a secure snake was a happy snake. Thus the hides, etc. So, I'd say my hoodie pocket was a nice secure place for him. Though a snake is a predator, it's also prey in the wild - hawks, etc. No prey is terribly comfortable out in the open, exposed.