If you grab a random pen and it doesn't write, is it best to throw it away right then, or is there a chance that it will work in the future?

Throw it away. It won't start working anymore than the dead batteries you took out of your torch.
Interestingly (or not) I once had a boyfriend who collected dead batteries and run-out pens. I first discovered this when looking for a biro I grabbed the nearest pencil case to be told "Don't use them- none of the pens in that one work." and handed me a seperate pencil case of working pens. Later on, when a pen ran out I thre it in the bin (as one does) he proceeded to get incredibly upset and rooted through the bin to find the pen before putting it in his pencil case. He also had a special desk drawer for dead batteries.

We did not date for very long.

After a few tries to make it work, throw it out. Pens are so cheap, I don't understand the need to keep it.

One or two seconds (no more!) in a match flame will resurrect many ballpoints, unless of course they are out of ink. Another trick is to suck on the open end; for some reason this removes whatever is clogging it.

If pens were worth big $$$'s then I probably would keep it but fortunately my house has pens in every drawer (I should actually see which work and get rid of the rest) and if I need another then I can easily throw away one and use another. On a side note, I recall a TV episode of "Homicide: Life On The Street" about a guy who kept pens (lets just say, one shouldn't get attached to their pens).

I don't usually figure it will write again. If it is a cheap pen, I just toss it. If it was a really nice and expensive pen (like the customized Cross pen I received as a gift), I would put it aside until I could get a refill. In either case, I just get another pen to write with for now.