I recall a former thread wherein people suggested the "dirty diaper" trick (take a disposable, pour some coca-cola into it, then put it in a clear bag and tie it to your stroller handle -- a gross thought, really, but hey, if bathroom humor deters theft, who am I to scoff?) I will say that some of the "theft" that occurs is likely mistaken identity. Several times we exited a ride and tried to find our stroller and thought, "Did someone TAKE it?" But those busy-bee CMs are always moving the strollers around, keeping the walkways celar, etc. and we would search and FINALLY find it. But as a result of a few LONG searches, and the paninc one feels if you left anything of value and think it might be gone, we now carry our goods of value with us. We have left water bottels, and small fans, in our strollers; we have left ponchos, snacks, a small soft-sided cooler. But we've never lost anything from a stroller. We do mark our stroller turf so someone won't mistakenly take ours (no dirty diaper tricks here -- just simple obnoxious ribbon tied to handle and a funky looking obnoxious but cheap bag that hangs from the side for trash, etc.)
On a downside, however -- I have been a victim of theft at Disney, but I blame myself, and DH, for this in part. I prefer to pack my own car, so I know where everything is, nd nothing is broken, etc. And dh doesn't care for valet services. So between DH and me, we packed our vehicle load by load (after a 10 day trip) at VWL. This took MUCH longer than we thought it would -- we realized the value of valet that day! In any case -- due to our rushing at the end to finish the job and vacate the room on time, there was a serious miscommunication that wasn't discovered until 5 hours down the road, when I went to get a Dramamine tablet for our son. Hmmmm -- no medical bag. Funny. Well, I'll just get one from my cosmetics bag... nope, not there either. Apparently DH and I completely forgot to "pack up" a whole drawer in the bathroom at VWL. It contained my make-up (not a big loss) but more importantly, all my jewelry. We got to my sister's house and called WDW frantically -- after much confusion (first the desk, then housekeeping, then the desk again, then housekeeping, then well you get the idea) they said they had my "stuff" and they would ship it to me. And they did -- minus one opal ring with its matching earrings. I loved that ring... apparently, so did someone else. I have the pendant at home that matches them... for quite some time, I checked on EBAY to see if the theif might sell the ring / earrings -- no dice. Worst part -- they came from the Carribean, and while I haved looked all over in stores and internet, I can't find a match for my poor pendant. They also took one fairly new compact of Clinique makeup. Guess they were planning to go out on the town.

Needless to say -- for our trip to BWV and SSR this summer -- we will USE THE VALET, and we will CHECK EVERY DRAWER when we leave! (And I will NOT bring any jewelry of value in the first place!)