I park far away from the other cars, in a spot. I try to park by an obstacle like an island or light, so less chance that Mr. or Mrs. Magoo will run over my bike.

Like this:

 

The only time I park on the sidewalk is at one particular friends' house. They're at the end of the block next to a commercial building, and there's an area where there would normally be grass that's been paved. Other than that, I park as close to where I'm going as possible to keep an eye on the bike. No hesitation to park in full car spots when that's what's available, although if I'm with a group we'll put 3 or 4 bikes in the one spot.