Mine goes everywhere with me. Ok not to the market but you get the picture. If I can't secure it it doesn't go. I carry it all in a Speed Freak waist pack by Think Tank. Oh I frequently carry an F-5 film body as often as or with my DSLR.
If it's not handy and I see something worth shooting, I feel like I missed an opportunity to improve my skills. I don't live in an urban environment however, so I'm less concerned with someone needing my gear more than I do. I'm also lucky in that I'm rarely far from my vehicle, so nothing is ever left unattended for long.
'pods live in the truck.