I avoid HD like the plaque, high prices, no service etc. Sometimes I am forced to run in for something because it's late or the supply house is 40 miles away from where I'm at. I got the Viper alarm and the Club. I also circle till I can park CLOSE. Been lucky so far.
One thing I do is sometimes at night I'll think of something I forgot for an early AM job. Then I go to HD in my Jeep and leave the truck at home.
Good tip about the cellphone, I'll be on the watch for that. Here in Arizona we are among the highest in auto theft.