I never leave my bikes alone anywhere, unless I'm on a ride and I leave it in front of a coffee shop or something, and even then I keep my eye on it, and if I need to, I undo the quick release on the back wheel. That way if anyone tries to hop on and ride away, they won’t get too far without serious problems.
I have a cheap bike that I ride around town; I got it at a garage sale for $150 and put a decent saddle on it. I would be devastated if one of my bikes ever got stolen so I take all the precautions and NEVER leave it alone.