I've seen and read of people using portions of their drive chain as a saddle lock of sorts. Slide it into some tubing, between the seat tube and seat stays, up over the saddle rails, then push the chain pin back in to complete the loop. Someone will either have to have a chain tool or bolt cutters to get the saddle off. If they are going to take the time to do that then they'll probably either find an easier target or just take the whole bike and work on the main locking system.

See this thread for more discussion:
http://www.bikeforums.net/showthread...ary-Bike-Thief