I've broght a nice stroller every time and never had a problem. Some people swear by tying a clear plastic bag with a diaper in it to the handle and even adding a little coke for effect, to deter would be thieves. I have never tried this though, as I would be too embarrassed with garbage cans every 10 feet! Pretty funny though. One thing to remember is that CM's are always moving strollers around to improve traffic flow and for safety. I have had my stroller moved 20 feet from where I left it in a sea of strollers so it's good to make it identifiable in a crowd, especially if you have a common model. I always leave our big backpack in the bottom of the stroller, and use a bike lock through the bag straps and attach it to the stroller, so someone walking by can't casually grab the bag and walk off with it. I have also seen people wrap a brightly colored tape around the one of the poles of the stroller to make it identifiable, and then you could write your name all over the tape. I would guess someone who wanted a stroller would look for one with no identifying marks. Bring your stroller and don't worry about it....have a great time!!