On our transamerica we didn't worry too much about it. We used our judgement about how risky the area was and locked them up or not. We didn't usually bother in small towns and we weren't in too many cities. I always took the handlebar bag with me and kept the most tempting items in it. Wallet, camera, cash, etc. were not left on the bike. Most of the other stuff wasn't all that desirable to a thief. Who wants our dirty clothes and beat up gear?

It helps that bikes are awkward and heavy when loaded and not all that much of a temptation to most would be theives.

In cities big enough to have a serious bike thieves we tried to not leave the bikes unattended or at least left them somewhere that would be relatively safe. This was not always easy and sometimes I was a bit nervous.