First of all, consider the environment. If you are in a large city and locking stuff to a bike, expect it gone, as tweakers walk around considering any removable object in grams of meth they can get from a fence or pawnshop. Its almost an art ensuring that a bike's frame, wheels, seat, and drivetrain still remain intact in some areas.
If you desire to lock up a backpack or duffelbag, consider PacSafe's locking mesh protectors. They will keep honest people honest at most places, but a determined thief with proper tools will have it open in a minute or two at most. PacSafe has smaller locking items (stuff sacks helmet bags, etc.) that you can use, where you can quickly remove stuff like your headlight and bike computer, put it in the stuff sack, then lock the stuff sack.
For a helmet, you can use PacSafe's helmet bag (which keeps the lid dry if it gets rainy), or you can use a steel cable and lock it to the bike... Helmets with broken straps have zero resale value, so most thieves won't bother, especially if the helmet looks worn. Using a U lock through the vents is even more secure -- most thieves won't attempt to crack through the helmet's shell to get it out.
For a bike rack, I wonder if you can find tamper resistant bolts for it, like pin head torx or five-sided Allen-like heads. That will steer pretty much anyone from trying to take the racks off. As for lights, similar... if you can replace the bolt with something more secure than an Allen head, they should remain on, assuming you are not in an area where bullets fly come nightfall.