When in urban environments, will generally bring it in to the foyer of most grocery stores, and lock it to something with the light little combo lock I bring. I have been stopped from bringing it into several walmarts, but talked the greeter into watching it for me if it seemed like a bad part of town. This is where a removable bar bag with all your money, cards, phone and charger shines.

When in the rural parts of the country(US)I usually just lean it against the outside wall. Try to keep it in sight as much as possible.

Once at a small town in MO I leaned it up at a rack outside a small grocery store, and did a pretty long shopping inside. All I did was drop the front chain, and unhook the brake levers so that anyone riding it away would have a slightly harder time. When I came out, there were two cheap walmart bikes at the rack, festooned with chains. Think Pee Wee Herman locking his bicycle. Got a bit more paranoid after that, but still pretty lax. Its a 62cm frame with a high seat post, so it will be hard to ride away for a lot of people.