I have a truck bag (Topeak EXP), that slides on a rail on the rack and latches with a plastic latch to a stop on the rack. Advantages are that its very easy to attach and detach from the rack, disadvantages are that its very easy to attach and detach from the bike. My commute takes me to downtown Los Angeles and I do have a storage room in my building where I'm able to stash my bike from potential thieves. If I'm stopping at a store or running an errand on the way home, I invariably take the bag with me. I'd also be interested if anyone has some ideas for pannier securement/ theft deterrent on their bikes.