Lets start with a brief overview of how leaks happen, or more precisely, how handle object leaks happen. These memory leaks are what we deal with the most, there are others, like string leaks (which can't be prevented at all, but are usually insignificant), and the problem with local handle variables (which is a part of handle object leaks but won't be covered here for the sake of keeping it short and simple, because local variables are only used in JASS anyway). By the way, custom scripts are JASS.
Handles are game objects... units, doodads, destructibles, items, special effects and also regions, locations, unit groups, player groups... all this stuff. Things that are not handles are integers, reals, booleans; these are just numbers. They are stored in their variables and are erased the moment the variable is set to a new value.
Handle variables, on the other hand, are pointers: they only contain a number that points to where in the game's memory the object is located. Handle objects exist independent of variables. They can exist without any variables pointing to them, in that case, they can't be removed from memory because there's no way to tell the functions that are used to remove them where in the memory they are. Such unreferenced handles are only cleared from memory at the end of a game by a garbage collector (the source of end game delay), but while the game lasts, they accumulate and can cause performance issues.
Now, there are plenty of functions that create handles. Center of region, random point in region, position of unit, target point of ability being cast... and many others create a location object, which is usually used to create units at, or special effects, or for measuring distances between points... Units in region, units owned by player, units in range,... all these functions give you a Unit Group. Then there are player groups and all other things already mentioned and more.
You may only need these objects for a moment, but the game can't know that, so they don't just go away by themselves when you no longer need them. The location doesn't just disappear once a unit is created at it. We must use special functions to dispose of the handles we only create temporarily and don't need them to last. The most commonly used are:
There are more, but these are all an apprentice triggerer really needs to know. There is a GUI action for removing a special effect, so we don't need to know the JASS function for that, units are removed from memory automatically once their corpses decay, and anything else is usually too rare to care about. If we are practical, the only thing we really need to care about are temporary handles that are created dynamically and rapidly, in triggers that run often or loop a lot. So what if a cinematic trigger that runs only once leaks a few locations? It's the tens of thousands of locations or unit groups that can leak on a fast periodic trigger that matter.
As has already been mentioned, to remove a temporary handle that has served it's purpose, we need to know where it is, we need to have a variable pointing to it. The only way to do that is to point a variable to it when we create it. For that, we first need some variables that we'll use for this purpose, in my examples I'll name them tempPoint and tempGroup. They are global variables that you define in the variable editor, and because of that they get the "udg_" prefix in JASS scripts.
Now, let's say we want to create a footman at the center of playable map area. If we didn't care about memory leaks, we would do it like this:
Unit - Create 1 Footman for (Player 1 - Red) at (center of (playable map area)) facing 0.00 degrees
However, the (center of (playable map area)) creates a location object at which the footman is then created, and this location then "leaks" because we can't remove it, because there's no way to know where in memory it is. We avoid this leak like this:
Set tempPoint = (center of (playable map area))
Unit - Create 1 Footman for (Player 1 - Red) at tempPoint facing 0.00 degrees
call RemoveLocation( udg_tempPoint )
and similarly for everything else, let's say we want to kill all units in a region:
Set tempGroup = units in TheUnholyRegionOfVanillaFlavouredDoom <gen>
Unit group - pick every unit in tempGroup and do: Kill (picked unit)
call DestroyGroup( udg_tempGroup )
That is about it concerning the basics of memory leaks. Remember not to worry about every petty detail, if you have an old map which you want to fix a bit, just clear the most critical special effect, unit group and location leaks and any noticeable problems with lag will be solved. On future maps, you can afford to be a bit more precise and thorough in hunting memory leaks.
One last note, it is said that destroying triggers after you no longer need them can be quite effective performance-wise, especially with long initialization triggers that run once and are then not used again. To do that, just put the following line at the end of the trigger.
Leak Check 1.3
is a handy tool to help find and eliminate memory leaks.