Can you leave Tokyo voluntarily?
No, you can only leave Tokyo as the immediate result of taking damage (from an attack) while in Tokyo.

The rules (PDF) state (under "Becoming King of Tokyo"):


  If you are attacked while in Tokyo and you don't want to be there anymore ... you can yield to the Monster that attacked.


This is the only reference to leaving Tokyo in the rulebook, and the only opportunity to leave.

(It also makes sense thematically; monsters wouldn't just wander off, but would only leave if forced, and only long enough to lick their wounds before they dive straight back in.)