I know this is a resurrected thread, but it is a good one concerning the dangers of pumping gas.
I figure filling up my tank is one of the most likely scenarios where I'll run into a bad guy, if I ever do. I like road tripping, and I drive a 70's crew cab truck, so my stops are somewhat...frequent. I've stopped in so many gas stations from St. Louis to Philly, from New Hampshire down to Atlanta area - a lot of times at night.
Nobody ever approached me or posed a threat, however; despite being alone often times and having a truck cab stacked full of expensive things.
Usually when pumping gas (even if it's ear numbing-cold), I lean against the bed of my truck. Being a crew cab, there's a decent bit of distance from one end to the other, and I stare at the pump, so I can keep both ends in my peripheral vision, and take a casual glance over my shoulder once in a while.
I've been with my friend on occasion when he filled up in less than friendly areas in St. Louis. I've usually hung out near him on the corner of the car to watch out for him if necessary (he doesn't carry, but should).
Maybe my truck is a deterrent. "Look at that beat up truck, he doesn't have money". On the contrary, it takes a lot of money to get that truck around the country...