Every bike shop in the world has a box of those things that they'll sell for around $5.00 or $10.00.

Ever hear of a "rabbit garden"? Buy a junk seat and a cheap Kalloy seatpost and keep it at work. That way, if the thieves steal your saddle, they may be happy to escape with just that and you can plug in your spare and cycle on home. If you totally frustrate the thieves, they may decide to stomp one of your wheels just to show you who's boss.