When I know I can make the complete run in daylight, I leave the lights behind. I also leave the patch kit, as it's a short walk back if I get a flat. So, that leaves my mace and pump. Those come in with me. I typically get my groceries at wal-mart, and haven't had an issue with them thinking that I'm stealing. I just leave them on the bottom of the cart, and attach my panniers to the sides of the cart. Hasn't been a problem so far.