One of the things I like about exploring is finding out what other unauthorized visitors may have used the space for. To me, that includes the graffiti and so forth. Sometimes my favorite part of an abandonment is an interesting mural or ironic graffiti message.
For example, there is a site somewhere in the US that I have seen pics from on here more than once (I have never been there in person). There is a section of large industrial metal pieces in the location that has been painted over in order to show Pac-Man chasing after a group of colored ghosts (I believe they are named Inky, Blinky, Pinky, and Clyde). Anyway, since it was most likely added since the place closed, it's technically got to be classified as vandalism, but to me it looks like probably the coolest thing about the entire abandonment. That graffiti is the reason I'd like to visit the location someday in person.
Then there's the timeline mural in the Hall of Wonders drain:
http://www.uer.ca/...=1&threadid=116899 Again it's technically vandalism, but I think it is really cool. If I were a cop who found people making it, I like to think that I would turn the other way and act oblivious until the artists had time to get away.
I guess what I'm trying to say is that I think it's wrong to needlessly destroy a place, but that I view artistic use of spaces to be all right, as long as things are well done.