I will go with anti-theft stuff to a point... then from there, let insurance deal with it. For example, I'll use wheel locks and have the hitch lock mainly be "decoration" so a thief knows the rig is secured. This way, the trailer doesn't go anywhere.
However, as stated above, unless the trailer is built from the ground up with actual steel, a long screwdriver will get in 99% of the rigs out there.
My defense is to store my rig a number of miles from an interstate, and miles from a paved road. Few thieves will jump a locked gate that has prominent purple striped posts in rural Texas in order to look for goodies. Even the meth heads are not that obviously suicidal.
Storing a rig in Austin, I'd do a totally different tactic. All televisions would be popped off the racks and put in drawers so if they vanish, they vanish, and don't take a wall with them. I'd also probably leave a dead TV or other thing in the storage compartments, a concept similar to mugging money, since a tweaker is less likely to trash a rig if they snatch something than if they are empty handed.