Saddles are such a personal thing. I have a Brooks and a Body Geometry. The Brooks is defenitely more comfortable, and once I save up a little more cash i'm probably going to change that BG for a Brooks.
I don't know how big theft is in your area, but I never heard of Brooks before joining this forum. A plastic shopping bag over the saddle when you ride it should be fine. Also, how often have you seen people taking off a plastic bag to see what kind of saddle you are riding?