I always have a backpack, at the very least a camelback with a bit of storage space. That's where the lock goes when I'm on the bike and in motion. I never trust the thieves to skip my bike because it's grungy or cheap or the neighborhood where I'm riding is safe. You would not believe how grungy and peculiar my first bike was when it got stolen -- rusty old 50's Schwinn one-speed, painted shrieking green with orange pasted-on flowers. And this was in a town with about twice as many bikes as inhabitants, so there were tens of thousands of better bikes to steal and pretty much nobody ever locked back then (1969). Still ... it got stolen, never to be recovered. My very first bike that I bought with my own savings at age 9.