I always park as far away as possible. I'm away from everyone and I get a little exercise walking to and from the store.
If it's crowded, I try to always get a spot at the end of the row or on an island. I have placed small, convex mirrors on my regular mirrors so I can see the curb as I back into the parking spot. That way I can be about 1"-2" from the curb and give myself a lot of room on the open side for the guy next to me.
As far as vandalism, I find that so many people slow down to look at it in parking lots, there is no time for somebody to mess with it. I leave it top-down and locked all the time with no problems. I will start taking the wind stop out when doing that since it won't be long before theives find out that little piece of plastic is nearly $500 to replace and therefore easy to unload on eBay.
After 5 1/2 years of life for the Boxster, no dings from parking lots, just little chips from rocks on the road.