I can only speak to traveling inside the US. I don't know if it will apply to you.

You have four concerns to measure against.

1. Theft of the luggage
2. Theft of the stuff in the luggage
3. Ease of use
4. Legal requirements/needs/etc.

So the awesome thing about luggage to thieves is that it's already portable. It comes with wheels and handles and straps. Better yet, all you have to do is pick it up. You don't even have to slow down. Who cares what's in it. Maybe it's good maybe is just dirty boxers, the risk is so low it's worth rolling the dice.

1. To combat this, your best bet is to use wearable luggage, a strap/leash to connect it to you, or a lock that keeps it in place. A backpack is a good example of wearable luggage. Keep in mind that wearable luggage only works of you wear it. The second you set down your backpack, it becomes a good target again. This works for money belts, "fanny packs" etc etc. You could alternatively use a cable lock to attach your luggage to a post or sign. Keep in mind that this has some serious legal side effects if your going to walk away and leave your luggage. (more on that later)

2. Don't let the ads fool you, there's not going to be a lot of people walking up to your luggage, and trying to use a blow torch, or jig saw to get in. You need something that will keep out a pocket knife, and will stay closed. For example a back pack on a subway is easy to get into. Till you put those little locks on the zippers. Then it's better to just move on. Maybe while your shopping or asleep someone will try to cut through your pack to get the goodies, but honestly, if there bringing a knife it's more likely there just going to tell you to open the pack. Good knife resistant luggage is all it takes. That can be soft sided or hard, doesn't matter much. Remember, if they want to steal your luggage, there just going to walk off with it, and worry about opening it later.

3. So I wanted to include this one because you need to make sure your choice in luggage is easy to use. For example a back pack will have to be gotten into at odd times. You don't want to be the guy in the store that needs to get into his back pack to get that one piece of paper and has to empty the entire thing on the counter top. Try to make sure that your security choices are balanced with ease of use. After all a travel safe would be best, but who wants to lug around a 2 tonne safe to the store.

4. Lastly there are some rules/laws/etc that you need to be aware of. For example TSA approved locks for flying. Or the fact that you can't leave your luggage chained to a pole while you go into a shop. (Unless you want to see the bomb squad explode your underwear.) Make sure you look into, and account for that.

Two things are most important in all of this.

Do not leave your luggage unattended. Keep an eye on it at all times.

People that steel luggage are in for an easy score. Don't be an easy score.

I can only speak to traveling inside the US. I don't know if it will apply to you.

You have four concerns to measure against.

1. Theft of the luggage
2. Theft of the stuff in the luggage
3. Ease of use
4. Legal requirements/needs/etc.

So the awesome thing about luggage to thieves is that it's already portable. It comes with wheels and handles and straps. Better yet, all you have to do is pick it up. You don't even have to slow down. Who cares what's in it. Maybe it's good maybe is just dirty boxers, the risk is so low it's worth rolling the dice.

1. To combat this, your best bet is to use wearable luggage, a strap/leash to connect it to you, or a lock that keeps it in place. A backpack is a good example of wearable luggage. Keep in mind that wearable luggage only works of you wear it. The second you set down your backpack, it becomes a good target again. This works for money belts, "fanny packs" etc etc. You could alternatively use a cable lock to attach your luggage to a post or sign. Keep in mind that this has some serious legal side effects if your going to walk away and leave your luggage. (more on that later)

2. Don't let the ads fool you, there's not going to be a lot of people walking up to your luggage, and trying to use a blow torch, or jig saw to get in. You need something that will keep out a pocket knife, and will stay closed. For example a back pack on a subway is easy to get into. Till you put those little locks on the zippers. Then it's better to just move on. Maybe while your shopping or asleep someone will try to cut through your pack to get the goodies, but honestly, if there bringing a knife it's more likely there just going to tell you to open the pack. Good knife resistant luggage is all it takes. That can be soft sided or hard, doesn't matter much. Remember, if they want to steal your luggage, there just going to walk off with it, and worry about opening it later.

3. So I wanted to include this one because you need to make sure your choice in luggage is easy to use. For example a back pack will have to be gotten into at odd times. You don't want to be the guy in the store that needs to get into his back pack to get that one piece of paper and has to empty the entire thing on the counter top. Try to make sure that your security choices are balanced with ease of use. After all a travel safe would be best, but who wants to lug around a 2 tonne safe to the store.

4. Lastly there are some rules/laws/etc that you need to be aware of. For example TSA approved locks for flying. Or the fact that you can't leave your luggage chained to a pole while you go into a shop. (Unless you want to see the bomb squad explode your underwear.) Make sure you look into, and account for that.

Two things are most important in all of this.

Do not leave your luggage unattended. Keep an eye on it at all times.

People that steal luggage are in for an easy score. Don't be an easy score.