If there is no bike rack, a lot of the time I bring the bike with me into the store. If someone challenges me, I simply explain that I will happily lock up, but there is no place to do so. If they insist I cannot have the bicycle in there, I take the bike out. And leave. Interestingly, I've never been told to take the bike out. I've taken it in to grocery stores, electronics stores, pharmacies, and when someone remarks that the bike should stay outside, simply stating that there is no place to lock up usually backs them off.

At the grocery store near my home, they finally did install a bike rack. This as a couple months after a short conversation with the store manager (not a confrontation, just a remark by her about the bike, and a remark by me about lack of a bike rack).