I carry a good 6' cable lock from Home Depot. Yeah, it's heavy, but if I don't lock my bike when I go into a grocery store, I'm a nervous wreck.

Since I have it along anyway, I always lock my bike up in a campground at night, or if I'm going to where I can't keep it in sight. I lock it to a tree, or to the bench on the picnic table. At night I try and lock it as close to my tent as possible so I'll (maybe) hear someone trying to tamper with it and wake up.

I don't cover my bike at night. It gets plenty wet if I have to ride in the rain during the day and that doesn't seem to hurt it. I certainly don't wipe it dry after the rain stops, so why worry about rain at night? However, I put a plastic bag over the saddle. Have you ever sat on a wet saddle when you started your ride in the morning? Yuck. I could dry it off with paper towels, but it's easier to tie a plastic bag over it at night.

I used to have a tent big enough to take my panniers in with me at night and it was nice. However, that was on a tour where bears weren't around. Now I have a smaller tent and there's no room. I have Ortliebs, which are waterproof, so I just leave them outside, close to my tent, so I can hear if anyone messes with them. If I'm in bear country and there are no bear boxes, I hang my food in a bag.