Always a good thing, as an adult, to give a kid the foul ball when you catch one. Means more to them. I mean, you're 40, not 12. You gonna take that ball home, put it on your desk, and look wistfully at it?
Give it to the kid. Only thing I would add, is that you can't just take it over and plop it in his glove. You need to fire that thing at him (after you've gotten his attention of course), I mean put some mustard on it. Yeah, maybe he takes one to the face, but the ball will mean more, because he EARNED IT. Buy him a Sno-Cone to hold on his eye.