If I'm going to the store from home, I leave my rack trunk at home. I have a pair of Nashbar Townies - grocery bags that fit on the rack. I put those on. None of the grocery stores around here have a rack that my tires would even fit in, much less would I trust my bike sitting in one of them. I lock up to the outside of one of the mounted cart racks.
I usually take my light battery with me. It does, however, require a twist to remove, so a casual thief will probably give up before figuring it out. I carry my Townies in, and get a nickel each for bringing my own bags. Until recently, I didn't know any of the stores were still giving that discount, since they don't post it anymore. They hold quite a bit, even more with paper bags fit snugly inside.
If I stop at the grocer on my way home from work, I remove my rack trunk and put the strap on it to carry over my shoulder. If I have too much stuff, I can expand the side pockets to hold about a paper sack's worth of groceries.
I ride an old Trek, that I try not to keep too clean looking. I don't worry about the QR front wheel, or the QR seatpost. I may buy a cable to lock the seatpost someday, or just replace the QR with a nut and bold.
Jonathan