I take it with me anytime I leave the car. The bag I use actually works as a belt-pouch, so it's not too much trouble. I do sometimes have to give the "It's my in-dash MP3 player. They don't make them any more, and even if they did, it would cost 3 times what I paid for it, so no thanks, I'll just hold onto it." speech.

I have, on exactly 2 occasions, intentionally left it unattended in the car, because it was simply impractical to have it on me where I was going, but I wanted music on the trip. In these cases, it was in the trunk, UNDERNEATH the spare, attatched through the (full sized, steel) spare and the mounting bolt on the trunk floor, with a thick laptop security cable. The unit was zipped in its case so it wasn't obvious what it was, and all of this was under the spare carpet cover and a bunch of junk and tools.

Even if a thief managed to FIND it, the only way he could have gotten away with it would be to reove the mountin bolt and lug a p235-75-r15 around, because the way I had it situated, there wasn't even room to cut the cable.

In fact, the second time I did this, I had trouble reaching the combination part of the lock in the dark, and had to leave it in there until I got home.