I will sometimes bring my bike inside the store and lock it in the vestibule area where they keep the shopping carts (out of the way so it won't ge damaged). Other times the only thing available is a rail so I have to use a cable lock and not my mini. I usually take my panniers and put groceries in them when I shop.
As far as accessories I try to take everything with me that I can. I have the Velo Orange locking skewers for the wheels and an old bike chain to keep the seat and seatpost secure.