I'm going to the store for as snack/drink.

I'm going over to so and so's place to borrow a CD, movie, hat, etc...

I'm going for a walk to clear my head.

(If you have a dog) I'm taking the dog for a walk.

Aliens are watching over me, so I need more tinfoil to make a new hat.

That's all I could think of. Whenever I had to leave to pick up or smoke, I'd just say I was going to the store.