1. Parallel to the sidewalk unless its extremely wide.
2. Away from the entrance way so you aren't impeding customer flow and you don't want your bike to get nailed by shopping carts.
3. If out in the parking lot, I've chained to light poles next to handicap spots since they're always empty.
4. If to a bench, don't block the ability to sit down on the bench.
5. Don't block the landings on stairways.
6. At the local NJ supermarket, the only place to chain my bike to is unfortunately on the fire hose wheel. But I'm sure the boys carry chain cutters.

Basically, just common sense.