So after you open an image to mount it, you can immediately trash it. I won't go into the technical details of why this is true, but the system has no problem keeping track of the actual image's location. While you can't mount an image from the trash using the Finder, you can trash an image once it is already mounted.
I'm not sure this qualifies as a hint, but I find the following trick effective to avoid the problem: I often find my downloads directory filling with disk images I've downloaded off the internet, installed, and forgotten to delete after unmounting (and possibly rebooting).
