I do a bit of lighting work, although primarly in a black box where I don't get to play with rigging much except for some light duty GAC, although I imagine that I could put something together pretty nice in the scene shop.
Right now I ride with with a 1-metre length of chain inside an old intertube and wraped with gaff tape in places, locked with a disc lock. I ride with it slung over my shoulder like a banoleir. I think the chain cost like 3 bucks, and the tape was "borrowed" from work. Someone with bolt cuteres could still chop in with a bit of work, but like pretty much any lock, the goal is only make it hard enough to deter someone.
I'm not sure how my chain compares with the expensive ones you see in shopw, but it works well for me.