Never leave your bike unlocked anywhere.
"I'm just going in for a minute. Besides, I'll be able to see my bike the whole time." This is what people say right before someone rides off on their $5,000 Cervelo. Look around sometime at locked-up bikes that are missing parts. If someone is willing to go through the trouble of stripping a department store mountain bike down to the frame, they're sure as hell going to steal an unattended ride.