Stay with gear ? Hell yes!!! When you got 5K worth of stuff setup, not a great idea to leave it alone for others to trip over, spill beer on, step on, steal.
Only time I leave it, is if someone I know is watching it so I can use the restroom, or get another drink. OR if I get there early enough before doors open, then I'll mill around for a few minutes.
Never had a problem (yet... knock on wood).
Also, homeowners insurance should cover stolen gear, but still.... why risk it, and plus, its a headache to get replacement gear! Took my insurance company 2+ months to replace all mine.. missed a LOT of shows because of it to! DONT RISK IT IF YOU DON'T HAVE TO!
-Jim