I've been impressed by the ideas of a coworker who favors the "hidden in plain site/sacrificial offerings" route.
This fellow, who had worked in construction as a kid and is knowledgeable with drywall work, has a "hidden closet within a closet" where he keeps his most treasured toys and leaves a couple junkers out that he wouldn't shed many tears over if missing.
It's unconventional and somewhat irresponsible, but I do find this angle intriguing.
I guess if I didn't have a fenced in yard, dogs, sturdy doors and windows, an alarm system, nosy neighbors and a couple safes, I might consider it as something to augment what I'm working with now.