to answer your question, we don't take toys to the playground. this isn't, every time we get in the car my son asks to take toys and i tell him no. we've just never carried toys everywhere. like someone said about waiting rooms, etc, i will usually have a small transformer, matchbox cars, or a snack in my purse (or gum in a pinch!). but for drives, errands, going visiting, or playing at the park, no, i don't tote toys around in general. now, my son is 5 years old, but we have always been like this. i just don't feel it's necessary. if it is someplace like a waiting room where he will be expected to be quiet, usually there are books or magazines, or i have even whipped out a pen and paper and that entertains him.
if there is a kid with a toy, my son does not EXPECT to play with the toy. perfect example, the other day we were getting him a haircut and had to wait about 20 minutes. there was a little boy there with a spinning top. my son watched him for several minutes, then got down on the floor and interacted while the little boy continued to spin his own top. eventually, he asked if he could try it and the little boy said yes. it was probably more than ten minutes of interaction and feeling the little boy out before he asked. i was very proud of my son for being polite, not getting in the boys face or demanding anything. he was very respectful.
my son goes to preschool, church, etc, and shares just fine. i don't "make" him leave his toys at home because i'm a mean mommy, or to avoid teaching him to share. i just think it's unnecessary clutter, especially if we are heading to a park or playground, where there are already toys and things to do. we talk in the car, interact, if there are no kids at the playground i am swinging him and following him around, again, interacting. i just don't see the need to tote toys around - which, i agree with you, i paid good money for, and don't want to see broken, taken, or misplaced.
plus i'm no good at juggling. i always end up losing or forgetting something - that's just me though, i am not great at keeping track of all those things! :)