There are a limited number of “twenties” in any given d20. That is, no matter how many times you roll a d20, you cannot roll another twenty once the supply has run out. These twenties can only be replenished by rolling a corresponding one with the same die. Thus every gamer is duty-bound to protect their supply of good rolls. If a friend rolls a twenty using your die, not only have they stolen your good roll, but they have doomed you to the extra one required to replenish the twenty.
Gamers, as a whole, are a superstitious lot, never more so then when our game's randomizers are involved.
I tend to get kharmic rubber-band luck. I roll consistantly poorly, for session after session, stretching the kharmic rubber-band as my group out-talks, out-fights, and generally out-performs my opposition. In order to make things challenging, the opposing talkers, fighters, and other performers get a little tougher, then a little tougher. That, invariably, is when the kharmic rubber-band snaps and I get a short wave of open-ends, crits, full-houses, and the players' characters can't manage to shoot the fish in the barrel as it evades too well. Then, the slack rubber-band of my dice luck slowly begins to gain tension as my rolls drop back to the bottom of the probability curve.
That being said, I don't have any qualms about lending my dice, using others' dice, or anything like that.
How about the rest of you? Do you have dice luck? Superstitious habits? Or do you shine the harsh light of probability science on the whole thing and refuse to stoop to such primitive beliefs? (And if so? Good luck.)