Varying combinations of: tatty cover, battery-powered alarm, steering lock, disk lock, chain and padlock, ride bike up stairs into hotel lobby, remove baggage and ride directly into motel room, secure parking with guard carrying pistol-grip shotgun, insecure parking with absolutely nothing to stop four large men from tossing my bike in the back of a truck and leaving town while I sleep soundly.....and many more.

I try to leave the bike indoors or under guard, but basically take whatever I can get. Usually some sort of secure parking is available, but sometimes not. A cover helps. A chain helps if there's something to chain it to; thieves in most areas are not up to London/New York standards of operation.

All my baggage locks, so I usually leave it on the bike (after removing documents, netbook, camera, toothbrush, etc.), but I've parked in places where I literally ran all my hard cases (that would be five) and locking soft bags (that would be two) up multiple flights of stairs to my hotel room, so fearful was I it'd get stolen as soon as I turned my back. But I've noticed that the more I travel with the bike, the less I worry and fret; this also has something to do with having met people who don't even lock their panniers, plus one guy in Mexico who didn't even have lids for his cases, which were full of professional-grade video equipment.

Hope that helps.

Mark