I have owned a 2001 Suburban for about 4 years and have had the battery out at least 2-3 times but never ran across a security issue (at least on the 2001). Maybe the 2002 is different but I would not think so.
Depending on how long the battery is out for makes the decision, sometimes yes sometimes no. Best thing to do is take one of your old cell phone car charger or some plug that plugs into the ciggarette lighter and cut the cord, by a 9v rectangular battery and attach the positive and negative and done. when u take out your battery, you wont even have to reset the time, they should sell the "pre made" adapter at your local parts store.
The adapter with 9V battery is a great idea and will work. There is only one thing you will have to watch out for when using it. You can't have any other power consumers come on while the truck battery is out - the 9V battery simply can't supply any appreciable current. The power consumers that most folks forget are the dome and courtesy lights. If someone opens the door, the poor little 9V battery quicly goes down to 0V. I plan to pull the fuses for the courtesy and dome lights before I plug the adapter in (also pull the under the hood light if it has one).
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