You don't need anything fancy, just need a pad lock. Lock it to your luggage rack or any other bar or piece of steel, the mirror, your foot peg, even the strap across your seat. All you want to prevent is the punk that will grab it on the way by, if it's attached it's not so easy to take.

 

I mounted the Harley on my engine gaurd and have already found it useful in some of the areas I have to park for work. Get it if you think you need it.