Interesting post. I have been thinking about this too as I am hoping to do my first tour in the coming week. I live in a city where I don't take my eye off of it without locking it.

I was planning to take a long my u-lock (small heavy duty thing that really only works on sign-posts) and lock it wherever I can.

Putting your u-lock around your tire and frame and then tying it to your tent (as mentioned previously) should be an excellent solution. As far as gear, I guess you'll have to be trusting with the bulk of it while carrying/watching closely the valuable stuff.

I envy those who don't feel the need to worry ... I've just had so many bikes and wheels stolen over the past 15 years that I think I'm scarred for life.