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I do the same as others have mentioned. I use the coated braided coil cable, run it through my jacket and helmet and lock them to the bike. I take my GPS with me if its on the bike.
point well taken lannis. my sig. other and i have gone back and forth over this for some years now. this is not the forum or the post for me to spell this all out and i won't burden the list with it any further than to say the following; rents and home prices keep going up (absurdly!) around here. the safest neighborhoods within a commute of s.f. are priced up first and then it cascades down to all of the other areas within a reasonable commute to the city. so, the choice essentially becomes: 1) stay in the bad neighborhood in your somewhat rent controlled apartment and put up with all of the urban woes of an inner city....or 2) move to a safer area with more room (but not much lower rents) and add 2-3 hours per day to your commute. this is the struggle in a nutshell and it is one that anyone with economic ties to the bay area has to grapple with unless they were smart enough, many years back, to buy a nice house in the near 'burbs or xurbs. its going to continue to get worse before it gets better.
Many years ago I left an open face helmet hanging in the lock provided for the purpose on a Yamaha. I returned to find it had been turned over and used as a urinal! It was 1am, helmets are compulsory here and I had 40 miles to get home.