My car automatically locks itself after awhile as well (if the car is on).
Best Advice that no-one ever takes from me: Use two keyrings. Not terribly appropriate since it was a temporary vehicle in your case, but in general, I have two key rings. One, which is just my car key and the remote unlock/alarm thing. And second, which is my old house/my parents house key, my apartment key, and miscellaneous keys + another car key. Keeps me from locking myself out.
Also I don't have a "remote start", so I can go start my car up and let it warm while still being locked. I'm not totally lawyeresque, but I think around here, that makes a difference legally (as well as just lowers the chance that someone will steal it). Sort of like the difference between someone walking in your open front door, versus "breaking and entering" if they come rob from you.