Stupid ? about Proper Trial etiquette??

If you had a trial and the person wrote all of your info down but you did not actually 'book' with them, what is the proper thing to do if you decide not to book with them?

Do you tell them you are still looking?

I am having no luck with vendors lately, although all of them have been so nice, I know I should not feel bad about not booking with them...

Just not so sure if you should tell them asap that you are not going with them or just leave it alone and if they contact you, then tell them.