This is what I wrote to a similar post:

Unfortunately you never know when a crime is going to happen to your bike. I personally had a Brooks stolen and now realize there were a few things I could have done differently.

1) Replaced the quick release as soon as possible (my bolt on had broken and I had a QR lying around)
2) Replace the bolt with some kind of locking bolt like the Pitlock
3) Keep the saddle covered with some kind of plastic bag
4) Lock the saddle rails to the seatstays using an old bike chain or cable.

Basically the saddle and seatpost would be safe using three different deterrents.