The only times I leave my bicycle unattended is when I buy a coffee or bottle of water or something. Or if I use a public restroom. I never drink the coffee away from the bike. I always return to the bicycle to eat or drink. And on occasion I have even rolled my bike into the men's room at the park and leaned it against the changing station.
But when I do leave the bike.... I only will leave it where there is a place to chain it. Generally I only stop in nice neighborhoods and even then... I lock the bike to something. The bad thing is: I only use a cheap cable lock. The lock easily fits in my medium sized Topeak saddle bag.
I think my lack of a predictable pattern (I am not a commuter), entry level bicycle, and secure area habit protects me from "real" bicycle thieves. My biggest concern is the teen age boy that would ride off on (or with) a "loose bike" on a youthful impulse. I think the cheap cable lock deters a teen walking home without decent cable cutters in his pocket.