Wizkids Rules!

The rulebook has it two different ways:

http://www.wizkids.com/wp-content/uploa ... ok_web.pdf

Page 6:
Out of Play: Nothing can happen to dice here. Energy spent during your turn goes here, so do action dice you use during your turn or unblocked characters

The recap on the last page:

Main Step
Field characters by paying energy equal to their fielding cost.
Use action dice. Place them in your Used Pile when finished.
Purchase dice by paying energy equal to the cost.

Which is it? Thanks!

Action dice used during your turn that would go to your Used Pile instead go Out of Play (action dice that would go other places as per their card effects do so normally). The turn summary addresses where they would normally go, but as you've observed they do not in fact make it there.

-The Dice Masters Rules Team.