Okay, experienced mommies...

Hey moms -- I am so curious what your "procedure" or "order of operation" is for getting in or out of the car in a busy place with a baby and lots of stuff. After shopping, I have my baby, my purse, my purchases, the stroller, etc., etc. Obviously, baby is first priority, but I don't really want to put any of those things at risk. I live in Texas, so then I'm wondering, should I turn the air on? If I do, should I shut the door -- what if I accidentally lock my keys in? Should I leave the front driver side open -- what if someone hops in a drives off?

Okay, so I'm not as neurotic as I sound (almost...), but seriously, I'm wondering, so I thought I would ask all of you smart mommies out there. At the risk of getting a bunch of comments that say "duh" or "chill," I'm asking: "How do YOU do it?"