I put a D-lock on each crash bar. My wife and I lock them up when the bike will be unattended for hours in high people traffic areas. Better safe than sorry. NJ requires a helmet so in essence I would be stranded if mine disappeared. Like someone said, it keeps people honest and discourages the dirtbags.
Small plastic coated cable with 3 digits combination lock. It's not to protect against serious theft, just to avoid somebody just walks away with my helmet and I have to get a spare one to go back home.