No luggage is impossible to steal or steal from but anything that makes it more difficult will reduce the probability of theft.
There are generally two things you need to worry about:
- Theft of your luggage.
- Theft of some or all of its contents.
The best way to avoid theft of your luggage is to keep in under watch you trust. That is why, most of the time I leave luggage in a locked locker with people or cameras watching. Hotels around the world usually offer this as a service. If you are staying at a rental other property though, is is less likely that this is offered.
The other way to prevent luggage theft is to tie it securely to a fixture or other difficult to move object such as pipes, railings or furniture. There are a number of companies that sell devices purposely for this. Think of it as a bike chain and lock for your luggage.
Should the luggage not be under watch by a trusted person or service, you need to worry about getting it broken into. Anything with soft-sides - unless reinforced by Exomesh - is already vulnerable since it can be cut to bypass any lock or closing mechanism. Anything with a zipper is also easily broken into since all you need is a ballpoint pen to open it. Watch this video to see how easily it can be done and undectetable it is after the fact.
The above video makes it clear that what is really a hard-sided suitcase with built-in locking hash so that you can use your own sturdy and hard to pick lock. The video goes through many examples and shows which locks are the most difficult to break into. Incidentally, just a few days after seeing this video, I saw a man with exactly this type of case with two enormous locks going through it.
Avoid hard-suitcases with built-in locks as these are usually TSA ones and offer minimal protection since they are easy to break, quick to pick and master keys are not that hard to make. Here's a video of a guy opening them in seconds.
Pacsafe makes products designed to address both issues. The one I use is a 85L Bag & Backpack Protector which provides some security against both luggage theft and theft of the contents. This is designed to protect backpacks by encasing them into a metal mesh which makes it hard to cut into the backpack, plus a metal tether to attach the whole thing to a fixture. The metal itself is rather thin and lock is not top-grade either, so this provides far less protection getting a hard suitecase with your own sturdy lock and using a bike-chain to fix it but the whole thing is relatively light and weighs just over a pound (0.52kg). This kind of thing - I don't know if there are others actually - is a good deterent in making your luggage a little harder to steal and steal from than most.
Pacsafe also makes lugggage with Exomesh built in, so you only have to add a tether of chain in order to secure it. Again, it would not be very difficult to break into or cut the chain but it means that tools are needed to steal it.