We've taken our stroller on 5 trips and a friend has borrowed it for Disney 3 times. We normally do 7 park days per trip, so that's a lot of times in the parks. (We also sometimes do SW/US/IOA in that 7). We've had zero issues. Our stroller is a clunky 10 year old stroller. It has great storage and great sunshade but it's heavy and hard to fold. I figure that if someone steals my stroller, then they must be really desperate and need it more than I do.
We take our camera with us on rides - but even that is a pretty cheap one. I agree with taking your valuables with you.
I've heard of people locking two wheels or taking a wheel off. If you were to lock the two front wheels, then a CM could still move it if needed, but someone might be deterred from stealing it. I'm not concerned about my stroller. But if I had a nice one, then I'd consider locking the wheels.
*We did have something stolen off our stroller once, thanks to a squirrel. A squirrel actually managed to open the zipper of my backpack, breaking it in the process. It then got some food out and ate and took some. That was when it was parked at Epcot and wasn't right by trees. The CM told me it was a common problem. So, do be aware that there's a chance of food being stolen by squirrels and that they are capable of breaking your bags.