Sarah Sands: The menace that stalks the frozen foods

The distinction between those who are snapped by press photographers and those who are not is not necessarily related to degrees of fame. For instance, a film executive mentioned to me recently that Clint Eastwood is quite often in London, but does not seek attention and so does not attract it.

You need a turbulent private life or very short skirts to keep the photographers interested. I suspect the problem for Kate Middleton, who has objected to being pictured during a tennis lesson, was her outfit. If she were, say, a hockey goalkeeper, she would be less appealing. In the same way, the level of personal security employed is not wholly faithful to status. The actress Gwyneth Paltrow was photographed during the icy spell swapping insurance numbers with the owner of a colliding car, as if she were Hilda from next door.

There is a commercial interest in making fame seem magical and transformative. Yet I have noticed more the studied indifference in London or New York restaurants, when a famous figure enters. Only children or the eccentrically dressed people who hang around stage doors are deeply affected by fame. That is why the more insecure celebrities travel with fame-affirming packs of bodyguards. When I see men in black suits with earpieces, I reckon they are much more likely to be Gucci shop detectives than the President's secret service.

These reflections are a circuitous way of trying to understand what lay behind the alleged remark from the new chief constable of South Wales, Peter Vaughan. He is quoted as saying his new position makes it too great a security risk for him to go to the supermarket. Mr Vaughan, perhaps aware that such a remark would make him, in the approximate words of Peter Mandelson, a chump, denies having meant it seriously.

A heightened sense of personal risk is often accompanied by an excitable temperament, self-importance, or a criminal record. Remember, if Dodi Fayed had not insisted on changing plans minute by minute, or on high-speed car chases, Diana, Princess of Wales would be alive today.

Almost everywhere in the world is safer than you think, except perhaps Somalia. It is also chastening how politicians and public figures who are clearly under threat in volatile locations behave as if they are in South Wales. At an "Intelligence2" debate on the future of Pakistan last Thursday, the writer William Dalrymple objected to the media's portrayal of Pakistan as basket-case failed state, claiming that you could travel alone, perfectly safely.

Also taking part was the fearlessly outspoken Imran Khan, chairman of Pakistan's Movement for Justice party, and Jaswant Singh, an Indian senior politician who had survived a terrorist attack on his parliament. General Sir David Richards, chief of the general staff, filed out of the debating hall, visibly relaxed. I would guess all these men are brave enough to venture into supermarkets.

Benazir Bhutto was not reckless, but she accepted that assassination was a statistical possibility in her life, as it turned out to be. President Obama's opponents used the prospect of assassination as a way of unnerving his supporters and family during the election campaign.

Apart from presidents, I believe that everyone in public life should take their chances. Actresses, outer circles of the Royal Family, provincial chief constables. Security fears can usually be traced to vanity or paranoia. Anyone can go shopping.

Sarah Sands is deputy editor of the London Evening Standard