A buddy of mine uses a small pad lock and locks the helmet ring to the right mirror stem. A cheap alternative if you don't mid fooling with a key lock. I just stick mine in the bag but, I wear a small helmet so, I got lucky with the fit.
Helmet? What are they for? But seriously if I'm in a state that requires them most of the time I jsut sit mine on the seat. I have yet to have anyone walk off with anything off my bike. But various companies make different locking devices for helmets, just look around some.
It would be nice if the tour pack trunk was an inch or 2 taller , making it easy to store one or 2 helmets (fullface) I usually ride without , however if it's going to be brisk when I get off work in the wee hours , I like a full face for the ride home.
I either hang it upside down on the highway peg, or if it looks like it might rain I put it right side up on the seat. I have never had any issues with anyone taking it. Although a friend of mine ended up with a bucket of water once while we were in a restaurant and a quick summer storm passed over. I thought it was funny as s--t although he didn't seem to laugh as loud as me.
I lay it on the seat if I have stuff in the tour pak and it will not fit. Keeps my seat cooler in the sun and I make sure to set it right side up in case it rains, wet helmets SUCK.