Personally, any time I go to the gas station, I take a squad of 12 men in three MRAPs. We dismount a block away from the gas station and conduct a V-sweep through the gas station and then set up a cordon of the area. I then go and get my vehicle and gas it up. Afterwards, we will sanitize the area by destroying receipts, placing termite grenades on pumps, etc. Slight inconvenience to me, huge inconvenience to everyone nearby, but hey, it works for me.
In all seriousness, it might be difficult to believe, but I drive to the pump, get out, swipe my card, select fuel type, and begin fueling. If it's warm, I'll stand by the pump and people watch. If it's cold, I'll get in the car until my tank is full.
I think there's always going to be the knuckleheads who hate the police and will ambush police at a gas station, or outside a State Police barracks (reference lowlife Eric Frein). There's only so much you can do to be proactive (mainly just keeping your head on a swivel), but an ambush would not be an ambush if the ambushed did not surprise their adversary.