I had my Specialised FSR stolen from my old house. Completely my own fault, didn't have it locked up.
Now I keep my bike locked at all times when its out of my sight, I've gotta bolt thru rear wheel now so it makes locking everything up a lot easier.
If you really want peace of mind though, get the bike underwritten on your home and contents insurance policy. My FSR was and even though it was totally unsecured, I still got the full insured value of the bike back from the company. Underwriting a bike might seem a bit extreme, but for most of us it's probably the second most expensive piece of property we own (after our car and I did say PROBABLY) so the hassle at first could save you some serious grief later on down the track.