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Here are some other considerations for me:

1. I believe that the areas for most concern in big box and supermarkets are the parking lots, not the interiors of the stores themselves. John, from Active Self Protection calls them "transitional spaces". As others have suggested, I want the fewest things possible in my hands in those parts of the store environment.
2. In line with the parking lot being an area of concern, one of the tactics that I've seen recommended is to never walk directly to your car upon your return. Typically, I park out further, where all sides of my car are visible. It is rare that someone parks beside me in those places and, when it happens, my extra SA is turned on. Instead of walking down an alley toward my parking spot, I walk down the alley on either side and cut across only when I get close. Someone following me in a car is not going to be able to get close to me as I go to enter my vehicle. In many cases, other cards and concrete bumpers or curbs separate the corridors and a shopping cart, especially an unnecessary one based on purchases made, is a hindrance, not an asset to me.
3. There have been some articles talking about how the manner in which you would can attract or deter someone looking for a quick score. Someone who walks confidently and briskly is less of a target than someone who is slower and more hesitant, according to those articles. One of the reasons that I park out is to give myself the time for the extra exercise and I try to walk briskly. A shopping cart that isn't needed for my purchases takes away from that. Too many of them have bad wheels and are hard to steer.

4. I believe that the safest practice is to go to my car, get in and leave without hesitation. I'm the sort who will always return a cart that I use to the cart racks as a courtesy to others. I don't like my doors banged by runaway cards and won't want to be responsible for that happening to someone else. My movement (with the empty cart while return it to the cart rack) is very predictable. I don't like to be predictable.

When I need a cart, I use one but am aware that it can slow me down in normal movements.

That's my $.02 worth.