Yep, having a flashlight handy is always a good idea. It's at the top of my list of "safety devices" to recommend or give to others, even those with no training.
The stories about BG's "hiding under the car to cut the Achilles tendon" or "waiting patiently in the back seat while the gas station attendant calls the cops" are probably "urban legends," but who is to say some BG who hears about them won't try it? I've heard many stories in our S-D classes, and we always caution folks to question what they hear when there are no reliable sources given.
Still, when I wrote the Safety Column for OSU's student newspaper years ago, I was given a question about BGs hiding in the back seat. I asked the police chief if he had ever heard of such a thing happening. He told me that it had indeed happened to a nurse at OSU hospitals several years before that (would have been around the late eighties). A BG had hidden in her back seat and apparently succeeded in abducting her. No "alert gas station attendant happy ending," though (I don't recall whether or not the chief told me what happened, but I don't think she was killed).
Keep in mind use of "slim jims" won't always leave a sign, and the BG can relock upon entry, so a fully locked car is no guarantee. And even I don't always walk entirely around the car before entry, but I do always check my back seat (except in my Festiva, which has so little space to hide). Broken quarter windows and punched out locks (on the other side) aren't always immediately apparent either.
I think that the greater threat is certainly around, beside, or near the car more so than the interior, but you never know!
Condition YELLOW 24/7!
Karl