I usually take a cable rather than shackle lock, and fix the frame and front wheel to something solid. I generally dont remove bike bits.
At more remote sights, most people arrive by car, so security is not such a problem.
Outside of city centres, I tend to remove the valuables in my barbag and leave the rest of the luggage. In big city centres, it all comes off.

One thing I learnt was to take a pee before entering a city. Trying to locate a convenience, secure your bike, remove the luggage and hold everyting together whilst you are bursting is no fun.