What precautionary measures do you all take to ensure that your saddle isn't stolen when you have to park your bike in a public place?

Do you use an accessory cable lock for it? Locking skewers? Take it with you or just leave it on the bike and hope no thieves are in the area?

I've got a pretty crappy saddle and the seat post isn't a quick release so I've just been taking my chances. Taking the saddle and seat post with me is the obvious option, but the grease used on the seat post seems to get on everything.

Let's hear what you guys do!