If I need to leave my bike unlocked to quickly go into a convenience store, I'll sometimes drop the chain off the front chain rings, as well as shift the RD and few cogs but not rotate the cranks. This should at least cause them to not be able to ride off quickly, and hopefully just give up. It won't stop the bike from being thrown into the back of a pickup, I have no quick solution for that, other than a lock, but we all know how that goes. Thankfully I've never had to lock my bike up for prolonged periods of time.