I lock my bike whenever it's on the rack- the lock is built in and really easy to use. If we have BF's bike on there, we lock the wheels separately with a cable lock.

In my shed, which is locked, I lock my bike to the window bars, and lock my MTB to the metal upright of the shed, with cable locks. Takes an extra step when going riding, but no one is going to break into the shed and get away with a bike. I started doing that after the house break-in attempt.

Nanci