I use a moderately-secure cable lock whenever I am not with the bike and at night. Lock it to something secure like a pole or a picnic table. Take handlebar bag with valuables with me.

One time I just put the cable throught the wheel and frame but didn't lock the bike to anything. Came out of the store after about ten minutes and found the bike, with panniers and all, abandoned part way across the parking lot with the cable all tangled up around the front wheel. I would have lost everything in mid-tour (except the contents of my hb bag).

The things I have lost to theft are generally things useful to people who are "living off the land". Coats, gloves, sunglasses. Loosing the whole bike and loaded panniers would definitely ruin your day. I have been more careful since.

Bike alarm?