It's a hassle sometimes to remove then replace them, the hardest part is fishing them out of the bottom of a loaded pannier cause you forgot. But this much easier in my mind than to ride home in the dark.

I've never had a light stolen but I remove them except when I'm at home, at work it depends. Going into town, always. My wife, despite me telling her to, had then stolen that day.

I've never had the clamps stolen.