Plus we have DTRL's that stay on with the car (once the e-brake is released) so people will think you left your lights on, besides the fact that ~100 Watts are being used up and that power comes from gas eventually. There are some situations that benefit by leaving the car on, but usually short times as people usually leave ICE vehicles running in North America.

2001 Prius Photos       2005 Prius Photos
1992 Mitsubishi Delica Diesel-WVO Hybrid Photos

I saw this in the FAQ on the Prius 2G Yahoo Group:

If you have the SmartEntry Fob in your pocket and you walk away from the car while it is running, the car will beep at you a few times, and a yellow warning icon on the dash lights up: a picture of a key with an exclamation point over it. But the car keeps running. If the person with the fob stays away from the car, someone else can still get in and drive it since it is still running, but the warning light remains on.

So, it would seem that someone could still take the car away. Unless you lock the door, as has been suggested.

If you don't feel like getting the key out to lock the door, I've found that it's easier to open the window all the way, get out of the car, reach through the window and lock the doors using the button on the armrest, activate the window auto-up feature, then remove your arm quickly (if it gets caught don't worry, the window will sense it and reverse!). Note - before you do this, be sure you have the mechanical key with you as it's the only way to re-enter the car!
This is also a very handy trick to leave the A/C running keeping the car cool on a hot day with a dog is inside. If the A/C drains the battery, the ICE will kick in and charge it up a notch. Now you can do your shopping and keep the dog cool on a hot day. While this trick also works with kids (quick stop at the gas station), I do NOT endorse that.

I thought the owners manual stated it would prevent the car from changing out of park.... I'll have to try this...

there was an article in the newspaper, one of the writers bought a prius and he acidentally left his car on and came back to find it nice a chilly when he got done shopping, oops!

i'd like to take a ride in a prius sometime.