I've seen that actually happen with a Parrot AR drone. It kept going up and up until the wind caught it, then it flew miles away in a very short time.
Exactly why I have not bought an arducopter even though I really want one. It isn't all about the $800 in parts I would lose, but more about how I would feel if somehow it went up into restricted airspace and was sucked into the intake of a jetliner. I know I know, very low chance of this happening, but still...these things are about 2kg...bigger than a bird strike.
Sorry OP for going slightly off topic. What are your interests as a hobby? I like to work on embedded stuff that relates to other non-electronic things I do, like sailing, hiking, dirt biking.