Hi!
We say:
"Deberíamos habernos ido".
(We should've left)
"Deberíamos haber ido" means "We should've go (to a certain place)"
Example:
"Deberíamos haber ido al cine"
(We should've gone to the cinema)
"Deberíamos haber salido" means "We should've gone out" or "We shoul've left" but refering to start a trip,journey or the way home.
Examples:
"Deberíamos haber salido esta noche, lo hubiéramos pasado bien"
(We should've gone out tonight, we had had a good time)
"Se está haciendo tarde, deberíamos haber salido ya"
(It's getting late, we already should've gone)
I hope it helps ^_^
(sorry if I made some mistakes writing in English) :)