I ended up with a cable and a padlock - both covered in plastic as to not scratch the ride. I can lock the helmet up if I'm going to be gone awhile (normally I just park where I can see the bike) and if I've settled in somewhere warm, I can run the cable thru my jacket and helmet both and lock them on the bike. For what it's worth....
The gun lock is a great idea. Just came back from the garage to try it out. If your gun didn't come with a lock, you can pick one up for free from some Police departments.
We use a gun lock on ours (I picked up the tip here a few months back). The cable is long enough that we can lock two helmets to the sissy bar and it's short enough that if someone knocks into them, they can't travel far enough to scratch anything. I got the lock free from the local police dept and then I covered both the lock and the cable in black electrical tape so there will be no scratches. It works great.