Even in Madison County I *might* lock things up just to take temptation away from those Jenkins boys or MOselys or whoever [I'm remembering names... *not* making statements about families!! There are so many Jenkins' and Moseleys ... some of them must be 12 year old kiddos who might be tempted...) Around here when we ride out to the little towns we just lean, tho' a few folks have locks and use 'em. I tend to use my kickstand and put my big old bike in front of a newer one.
IN town, as in campus... well, I try not to park on campus. Bikes get swiped, stuff gets swiped off bikes, etc. Out at teh community college it's not so bad - twice I have forgotten to lock the bike at all. ONce (in four years) I've had a computer swiped off my bike.
I carry my lock in my big fat saddle bags or backpack. Of course, on the Gazelle the lock is built in... you can't ride it without the "key in the ignition."