the only time i dont lock my bike up in a store is when i take it to the local 7-11 cause i can keep an eye on the bike the whole time and i'm only inside for a minute. i'm still paranoid about it though.. i used to take it inside but they put some stuff where i would park the bike.
if my bike is going to be unattended for more than 5 minutes i will ulock it. short trips inside might use the lightweight chain i keep in my saddle bag instead