I do not take my little ones with me when I have to go somewhere they are not allowed. However, I do have one dog I feel perfectly comfortable leaving in the car. In fact, I feel safer when she is in it, as I know they can't steal my car, or rob me, etc. Also, I feel safer knowing she is at home to protect the little ones, when I am not there. She is a Rottie, and nobody could steal her.
My other little one is a Chi who had a rough life before me, and if anybody ever tried to take her, they would be missing several fingers. But, it's better safe than sorry. So, she doesn't get left in the car either.
Maybe if I lived in a smaller town, I would feel safer. Goodness knows, I have hubby about talked into it!