I lock up my bike outside, on the street, all over, including downtown. How else are you going to get things done? Bike theft is a problem, but not an overwhelming one. Get a U-lock, maybe a cable as a backup, and you're probably going to be okay. Of course, your bike makes a difference, too. If your only bike is a $3000 mountain bike, maybe you should get a beater for city trips. In my case, I have a hybrid. It has a steel frame, and hopelessly out of date components. I can lock it up with a U-lock and no one will touch it; even though I personally love that bike and ride it all over creation, no self-respecting thief will bother to steal it.