Today I had to do a quick run to the local grocery store. I have this pannier set:



http://www.banjobrothers.com/products/01090.php

The panniers on either side of the bike are connected and held together with a 5.5" piece of fabric so it's one solid unit. I looped my cable lock through the rails of my Brooks saddle then down and through the middle section of the panniers, looped, then locked my bike with a Kryptonite Evolution Mini u-lock.

Even if someone got the not-so-bright idea to take a razor to the middle section, because I looped it underneath, they couldn't get it off. They'd have to completely cut the panniers off each side leaving the middle section behind and the panniers can't connect to any rack without the middle section so doing so would render the panniers useless. Haha!

I left the panniers empty, of course, and shopped for about 10 minutes. About 5 minutes in, I did look out the grocery store window to make sure everything was okay, which it was. No one messed with my bike or the panniers.

Mind you, I would not normally do this. I normally take the panniers with me inside but since there was a security guard standing nearby, lots of pedestrian traffic, I could see my bike and panniers from inside the store AND it was a very, very short time that it was locked up, I felt ok.

If you are going to leave your panniers for any longer than a few minutes or cannot frequently check up on them then you might want to save some money and buy panniers that are made for locking up.

Otherwise you can do what I did, or as others have suggested, or simply take your panniers with you to be completely safe.