Leave your valuables on the ship -- got a fancy DSLR camera - leave it on the ship, bring a waterproof point and shoot camera. Leave the Kindle on the ship, etc.
Get a "water box lanyard" for your KTTW, credit cards and some cash that you keep with you all of the time
If you are bringing more stuff that you want locked up, there are lockers, but they are quite a hike from where they took us in the morning. (the
DCL guest area)