At a petrol station yes. Corner shop where I can park immediately outside, yes. I do leave a window or two open and the door unlocked (this is NZ - no one locks their car doors) on the basis that, if I was struck down dead with a heart attack or run over by a bus, he could call for help (if I was run over by a bus, I take comfort that he would at least still be alive and unhurt if I left him in the car).
I don't expect I'll leave DS (3) in the car to go any further afield until I'm comfortable he could safely unbuckle himself, open the door and cross a busy road to come find me - so maybe 8 or 9? Depends on the child really. Never on a warm day of course. No chance of that given it's the middle of winter here though.
I think I'm pretty conservative on this overall. I live in NZ and other parents generally seem to be a lot more relaxed than I am.