I'd say anything consumable is paid for - soaps, shampoos etc. These things that the hotel provides, expecting them to be used, and potentially throws away and replaces if they are unused.
If you've opened the tiny bar of soap and washed your hands with it, the rest of it should be going in the trash when your room is cleaned. It makes no difference to anyone if you take it home. It makes no difference if you take it home still in the wrapper.
Things that you'd expect to be laundered and put out for a future guest - sheets, towels, bathrobes etc - those belong to the hotel and you shouldn't be taking those away with you.
