West of the Mississippi, if you stay out of the big city centers you will be fine during the day in grocery store parking lots and on the streets in front of a cafe or store. I have soft bags and routinely park in these places all over the west. I either cover or remove and take my GPS with me.
If I'm leaving my riding gear or helmet with the bike I do what Mark does, and thread a cable through all of it and lock it somehow to the bike. This usually only happens at hiking traiheads, mostly I wear my gear and carry my helmet. No big deal.
Night is a different story of course. I keep all my gear in liner bags and tote it inside at night, leaving only the empty panniers on the bike.
I am picky about where I park at night, preferring places that are not visible from the road or failing that, under bright lights in view of my room or the hotel front desk.
In a Campground, I often leave my tent with gear unattended, but it depends on my neighbors. Sometimes things don't feel right and I tend to go with my feelings.
........shu
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