Casual thieves will try to defeat the ignition/steering lock and either ride off with it or ramp it onto the back of a pickup. Professional thieves will bring a couple of bars of rebar and a buddy or three, pick up your ride and haul it into a truck.
Prefer covered/underground/garaged parking over uncovered/lot/street parking. If fewer people can see your motorcycle, fewer people will be tempted to make off with it. Most thefts occur between 11 PM and 6 AM when there aren't too many people around; a well-lit, high-visibility parking lot won't deter a seasoned criminal if there's nobody around to see him.
If you can, also park between obstructions, in low-clearance areas... anywhere it would be difficult to maneuver a pickup or truck to load the bike into it.
However, be careful not to park in front of access doors, in striped zones (e.g., next to handicap spaces) and near machinery. Granted, your bike will be perfectly safe in the impound lot....