If you haven't got a garage it's a problem, I am paranoid about getting my car dented or scratched either deliberately or accidentally. Fortunately I have a garage at home, so my main areas of concern are work and the supermarket. Some good tips have already been given by others, when at the supermarket use the spaces furthest away from the entrance as most people are too lazy to walk more than 50 yards. Park near another expensive car if possible, not an old banger. Don't park near a trolley bay.
If I go anywhere I absolutely hate leaving the car in an on-road parking space or in any car park 'cos you never know who's going to get next to you after you've left the car. A lot of my paranoia has surfaced since the loan car my dealer gave me whilst I was waiting for my GTI got "keyed" when parked near my mums house [A wavy scratch about 1 metre long through to the undercoat]
Fortunately nothing came of it and it didn't cost me anything, but if that happened to my new GTI I would be inconsolable.