Do you really want all your Twitter followers to know that you're currently at Greggs? I mean, if you do, that's fine. But at the least, they probably don't care and at the most they're embarrassed for you. We've established that you shouldn't arbitrarily push all your tweets to Facebook, and a similar maxim should apply to Twitter and your Foursquare Checkins.
Am I a ridiculous Twitter rule nazi? Or does it bother you too? Perhaps you have your own social media pet peeves. But I am prepared to listen to your reasonable arguments as to why it's important for everyone to know each time you roll up to the B&Q.