I used to bring mine into the grocery store, restaurants (not very fancy ones though), and other stores but since moving to Colorado Springs where we have a lot of homeless people are less accepting of bikes in the store because most of the homeless were pretty careless about it ruining it for everyone. I think the most important thing in smaller towns is to be as respectful about it as possible. I would even go in and ask the managers before doing it depending on the store and most were more than accommodating.

Since moving to Colorado Springs I simply built up a bike that is quite a bit less expensive than my primary commuters. I do nearly all of my commuting on my nice bikes (one Ti and one carbon) because I am lucky to be able to keep them inside of work but if I have to stop at a store other than a convenience store I ride my cheaper bike and lock it up very well.