For those that do not know this, I am a police officer. Some officers do leave the car running for the exact reson posted above, computers, radio, siren and so on must have electricity. If you have all of that stuff on with accessory power, you can kill a good battery in 15 minutes. The department I work for just got new cars with the remote lock. I keep my car running sometimes, but have the doors locked.
As far as leaving a car running anywhere..... do not do it! Period. You are begging to become a victim. When ever I get a call where they left the car running, when I give them the report number, I also have them sign the ticket for "unattended motorvehicle". When the car thief is caught, it will be almost impossible for him to be prosecuted because you left your keys in the vehicle.
Here is some advise for you, never leave your car running. Even if there is someone else sitting in it at a store. Roll the windows down for them and take the keys. If someone is bold enough to walk up and get in a car that is not thiers to steal it, then what is preventing them from forcing a person out of it? It happens all of the time. When my wife, daughter and I are out running around and I stop somewhere real fast, I roll down the windows and take the keys. If soemone sees the car running, jumps in and sticks a pistol in my wifes face, forcing her out, my car could be stolen with my daughter in it. She is in a car seat. This also happens alot. Then the car thief will drive a few miles away and just drop the kid off anywhere. Trust me, I have found several kids just wandering around that match the description of kids that were taken in this manner. I actually found a 6 month old baby sleeping in his car seat in front of a crackhouse 30 minutes after his mom was forced out of a car.
As said above, I am a cop, because of that, I carry a pistol whereever I go off duty. Even though I carry, I still lock the doors of my car while driving. It only takes about 2 seconds to fortcibly remove someone from a car. If the driver gets punched in the face, that will stun him long enough to yank him out. If my doors are locked, it will take the bad guy several more seconds to open the door. Even after stunning me by punching, I will have enough time to react. By the time the door is opened, I will have a 40 cal in his face, and it will quickly become a bad day for the badguy one way or another.