- Take all the critical items with you, such as wallet, phone, tablet, credit cards, ID card, etc. Usually, it makes sense to put all these in the handlebar bag and take the bag with you while shopping or eating at an indoor restaurant. This way, if the bike or panniers are stolen, you can at least call for help and retain the identification/credit cards to carry on with the tour. Also, worth to consider is a pannier lock, which some vendors, such as Ortlieb offer. If the seat/post is removable with a quick-release bolt type, I would retrofit it with bold solution which requires an Allen wrench.
- Lock the bike, including the rear wheel so it cannot be easily ridden away. Try to position it so it is as visible to you as possible while waiting at the checkout. I only carry a medium-strength cable with combination lock (6-foot length). This allows me to lock the frame-rear tire to a post. Of course, this type of cable is a snap to cut with the right cable cutter which bike thieves use... that is why it is a good idea to keep the bike within sight as much as possible. On shopping trips, I try to be in-and-out from the store in 10 minutes. The cable bike lock will only stop an opportunistic bike thief, not a professional.
- If there is someone outside sitting on a bench or by a table who looks trustworthy, consider asking the person to watch it for you. I did this several times during my West Coast tour. Usually, I only did this after chatting with the person for a few minutes to assess their integrity. This could be a mistake if the person happens to be a psychopath. In this case, the person who volunteers to watch your bike is usually the one you need to worry most about stealing it.
- If possible, take the bike inside the store. I was able to do this several times during my tour at bigger stores such as Costco or REI. Most stores are OK with this but ask first and find out where is the best place to leave the bike inside the store. Lock the rear wheels to the frame so someone cannot easily ride off with it. If you want to see a movie, ask the attendant if there is a place to take it inside a secure area. When they see that all of your belongings are on your bike, they will usually help you find a place inside the building to store your belongings (typically in a closet, basement, or low traffic area). Store want your business, so they are usually happy to help you out. If not, move on to a business that is more willing to accommodate you.
- When eating at a restaurant, position the bike and yourself so you can see the bike through the window. A few times I had to pass on restaurants which had no windows to watch the bike. In any case, lock the bike up in a public place such as a crowded store entranced rather than in a quiet off-site area. If there are a lot of people around, it is very unlikely that the bike will be stolen.
Bike security is a bigger issue in larger metropolitan areas and not as critical in smaller cities and towns. A golden rule is to never leave your bike locked up outside overnight in a big city.
I never had any issues at the biker/hiker camps in state campgrounds or at private camping areas. Often I left the panniers on the bike overnight with the bike locked. I locked the rear wheel/frame to a tree or post when available ... otherwise the bike was locked free standing on its kickstand near the tent. I heard that some people like the bike to the tent poles with the bike lying on its side (without panniers).
At the few motels I stayed in, I took the bike inside the room. In most hostels, there is a secure bike storage area or room where one can leave the bike without the panniers. Note that in most hostels you will have to leave the tent and sleeping bag on the bike. They don't want these items in the room to prevent bug issues.
While I do not carry a U-lock on tours due to the weight, the following video shows how to secure a bike with locks for maximum security. This is most important if leaving for the bike for several hours or more unattended. On a tour, I would not leave the bike unattended for a long time or overnight.
Remember that there is no single lock that will protect your bike in all situations. Using multiple locks, including a U-lock will help in urban environments but will not prevent theft in all cases. The idea is to make it more difficult and time consuming for a bike thief to steal the bike.