I would use the LEAVE statement when I am searching for something (e.g. my car keys) using a DO loop. When I have found what I was looking for, further looping does not make sense anymore, so I break out of the DO loop using LEAVE:

data _null_;
do i=1 to n;
set houseitems point=i nobs=n;
found = (item eq 'my car keys');
if found then leave;
end;
put found=;
stop;
run;