I find constantly wanting to hang on to your queen can be quite a disadvantage (for whatever reason, easier checkmates or more exciting games). Like the old saying goes, play the board not your opponent: If you can gain an advantage trading queens, then by all means whip those ladies off the board!
Also agree with Pikachu lord on the gambit front, gambit usually make for exciting games. I like the Icelandic Gambit myself, good development lead for black.
e4,e5,d4,d5!?
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If you want to keep the ladies on the board, play exd5 instead. It is not as good though.