Never go to any location that won't let you take the bike inside with you has been my personal motto. I carry around a cable lock (kryptonite) and a U-lock but find that I've social engineered at my frequent haunts enough to get away with either locking up the bike inside (walmart, for example, was more than okay with it when I suggested that if my $1700+ bike disappeared from their parking lot, I'd make the biggest Fing deal about it they ever saw. From that moment on, the manager and I saw eye-to-eye).

Grocery stores that get your business frequently tend to be more okay with it (here again, I made friends with the security at H-E-B and they let me lock my bike up near the machines at the exit).

I have a much nicer bike, but that bike is never ridden unless I have zero reason to leave it unattended.