I take Zeus pretty much everywhere too (grocery stores and most restaurants w/o patios are the exception) but I'm really fortunate that I live in very dog-friendly areas.
He went to the bookstore for the first time a couple of days ago and he was quiet the whole time. At first he HATED!! his bag (and my purse, lol) but he's starting to realize he gets to go places once he's inside.
I also don't allow him to touch the ground. I don't wear shoes in the house because I don't know what's on the grounds I walk on. I read a report once that did a study on the bottom of shoes and the results were astonishing dangerous. I don't want my babies licking any of that up...