At Disneyworld they often move the strollers to make room for more, clear pathways, etc. It's not advisable to lock your stroller to something because they might need to move it. We have been to WDW numerous times with our stroller and most often do not have any trouble finding it when we come out of an attraction. There are a number of ways to "mark" your stroller to make it more distinct/visible. We used a bright orange bandana wrapped around the handle, some people use ribbon, others make a sign to pin on the back of the hood with their name. You can also tie a balloon to the stroller. If you're worried about theft, I've read there's a way to lock the back wheels together so the stroller can't be pushed w/out picking up the back wheels off the ground to roll it. That would make it hard for someone to put their kid in your stroller and just walk off with it.
hth.