Use tamperproof bolts and fill the opening with super glue. A little expensive because you need to buy a specialized screw and bit, but probably the best deterrent to the average thief. A professional might carry specialty bits with him and the superglue will then slow him down a little. You could still even use a chain as well.

Something like this: http://www.oemhardware.ca/oempdf/GENERIC.pdf

Probably about a $10-20 investment on ebay for a bit and about 10-20 bolts.