I agree.
I have done surveillance in the Sydney airport where I had to use my regular video camera so I just sat down and pretended as if I was watching video already recorded, about 10 cops walked by over a 20 minute period and didn't even look in my direction. But the risk of being questioned and therefore possibly getting burned or loosing the target is too high, especially for the inexperienced. For the rest of the time though, a bag cam was used. Similarly, in shopping malls I prefer a PV900 or other hand held device. I once used the roof of a westfield parking lot with my regular cam with additional zoom lens to film a house 2 blocks away....Security were on to me in minutes. I convinced them to let me stay but it just shows that despite what you may think, security will at the least interrupt you and this could cause you to loose your target or get burned.