1) Carry your gun on a sling at all times.
2) Lock the rest of your gear in the trunk or in the cab.
3) Locks on your bag.
4) Engrave your name on the marker, barrel, and whatever. Keep records of serial numbers of EVERYTHING at your home on file. Keep photographs and close-ups of the serial numbers if possible.
5) Re-read the first 4 tips.
Good thread, good ideas. Good luck on keeping your stuff yours!