My supermarket bike rack is pretty pathetic, but near the entrance and under cover.

I keep all my repair kit and pump inside my pannier bag, which has a quick-release fitting. Distributing it around the bike is a real pain when you need to secure the bike. My lights are permanantly bolted onto the bike, but I usually remove the battery (inside a old water bottle)
Ive never heard of anyone stripping a rack. I once had a rear mech taken, and Ive heard of clipless pedals and QR skewers being removed. Using a QR seatpost is just asking for it. For a utility bike, you have to make all those accessories an integral part of the bike, not at all easy to strip.

The supermarket has small trollies, ideal for taking a couple of panniers, helmet, jacket, water bottle battery etc. I just dump them in and cart them around.