I take my boys with me as much as I can. I just got a dual carrier that can hold both of them and they love it. They each stick their head out one end and look around. Everyone loved them at the mall last weekend, we hardly got any shopping done because all of the employees in Macy's kept coming over to pet them
There aren't too many places here in Seattle that aren't dog friendly. I avoid restaurants and Starbucks as I've heard they will kick you out. I also zip up the bag if I'm not sure. I don't feel guilty about bringing them as they are better behaved and cleaner than most children (and they are like little people to me)!
It does vary depending on where you live, so you will just have to see what happens (or you can always ask beforehand). When I was visiting my parents in Sioux Falls, South Dakota over Christmas and was carring Bentley in a bag in the mall, the security guard kicked us out. This made me very mad as he did not make a sound and there were no signs posted. I'm glad we live in Seattle - a very dog friendly place!