We took our kids out with a used pop up 25 years ago to Stone Mountain, Disney and Yellowstone, Black Hills for 6 weeks from Wisconsin. They loved it, but unfortunately due to our career choice we were never able to use it much after that. Now we have a 30ft 5th wheel and make at least 2 3-7000 mile trips annually, plus a few 4 day outings. Try the popup, try the rental C before settling on your method after this trip. As for getting stolen, that is what insurance is for. More likely anything that can be carried, coolers, chairs, generators, would be far more likely be stolen, but even that is fairly rare for the amount of camping that goes on in this country. Don't let that fear stop you.