I always lock up. The ONLY time I won't, is if I'm riding with other people who will be remaining at the bikes. If it's a quick second in and out, I sometimes just toss the u-lock through the back wheel and around something, sometimes just through the back wheel, just so long as no one can hop on and go. Anything more than 30 seconds and it's getting locked up. My bike is valuable though. If I rode a total beater huffy or something, I might lock it less.