I mostly don't do that. When touring I emphasize the riding, I don't have a lot left at the end of the day. I would not leave much more than a tent up. And if I left for town, when I got there I could not for the most part leave my bike unattended. While touring the whole setup up is really pretty expensive. I do carry a shackle lock, and with an ultralite approach one could have so little gear it would be possible to do a tour where one took in a lot of sights without risk of loosing much.
http://www.rayjardine.com/adventures...nsAm/index.htm
Cheap bike, home made/minimal gear, easy to carry off the bike.