I've been leaving my bikes outside supermarkets, pubs, doctors, dentists, hospital, meetings, etc for ten years. I've never had anything interfered with yet. I always park in the open, where it can be seen from as many directions as possible. At the supermarket, instead of the bike racks around the corner, I lock it to a tree next to the main path. At the pub, I lock it somewhere where i can see it out the window.
I don't go to the gym nor the cinema, but leaving one outside there would be asking for trouble. Likewise parking in the same position every day while at work will get it nicked very quickly. You just have to use a bit of common sense and a lock that can defeat bolt-croppers.
One time at the dentist, I locked my bike to a post outside next to a low wall. When I came out, there was a guy that looked like a drug addict sitting on the wall next to it looking like he was studying how it was locked. He had left his really rough cheapo MTB unlocked leaning against the wall. I think he was just an opportunist thief who had seen it and was hoping for an easy steal, but there was no way past my lock.