Your best protection is the area where you reside. Goes for home, boats or anything else. Boating tends to breed a culture of honesty, even with some people who are less so in their everyday lives. Locks do very little good since most of your most expensive stuff is sitting right out in the open on the bridge (radar, chartplotters, radios, etc.). Here on eastern Long Island theft from boats is almost unheard of although we had a guy hitting marinas a few winters back. The fool tried to fence the booty on E-bay and was caught. The further west on the Island you go (towards the city), the more likely you are to find theft. However, the boating community is realatively small, marinas are large and docks are long. People there tend to notice strangers, especially ones with ill-intent on their minds. It's a long walk back to the car with an arm full of electronics or a full pillow case. Thieves tend to be stupid, but they also tend not to be the most daring soals. A lot can happen on that long walk off a pier, and there's no place to go unless you plan to swim.
I've found that the most common theft in marinas are hose nozzles, and that generally just someone who borrowed it and forgot which hose he took it off. I go for the $1.99 plastic specials and always keep a spare or two on board.