I'm as paranoid as anyone about my GSR, just ask my fiance, since I don't have theft insurance coverage. I was thinking about putting one of those Kryptonite U locks on my front wheel when it's parked in my driveway. It's visable and I don't think they'll get far if they try to drive it away.

I know they can be broken, but the noise that will make will wake me up since my bedroom window is next to my driveway.

As far as when it's not in my driveway, I agree with George. Use some caution. Park in well lit, populated areas, etc., since most thefts occur under the cover of darkness.