there are actually two answers.
most newer cars have the cigarette lighter keyed on to power up ONLY when the key is on.
some cars have a second power outlet which is on all the time.
check which type (or both) you have and leave the plug in the 'keyed' outlet, that way theres NO worry about discharging the battery.
if you have a car which has one outlet which is powered on all the time (with no difference to key position) then the only reason to unplug it would be if you were leaving the car for over a week, or more)