Since I generally hunt my own property, I load right in my house, other then cap it of course and from there head into the woods. I have done this for years and never had a problem other then waking people up at 5:30 in the morning, popping caps in the wood room, and I never saw that as a problem.
When I used to hunt far from home, I put the gun in a case and made sure that the cased weapon was not in a heated part of the vehicle. From there I would drive to where I wanted to hunt. Park the car, pop caps and load, and then walk in from there.