I guess I've been lucky - I just use a cable lock for my bike when I'm touring, and I haven't even attempted to lock my panniers or trailer. That said, I don't tend to tour through very busy places. When I have passed through larger cities I usually try to keep my bike in sight; if I'm staying in a hotel/motel I always take the bike to my room, and if I'm staying in a B&B I usually try to find one that has a place where I can store my bicycle.