For the OP: All but the higher end class "A" rigs will open up quickly to a long screwdriver. A company, Fiamma, sells decent locks (called the Safe Door), but one has to order them from the UK, as on this side of the pond, they only sell awnings.
If full-timing, it depends on how you are going about it. If you have a tow vehicle, I'd look into a ConsoleVault, which is a reinforced door that is made specifically for one's vehicle. This will deter crowbars and force thieves to use power tools. In the TT or FW, I'd probably look at a strongbox that can be bolted through the floor to the frame, and put in a hidden location. That way, if the rig gets broken into, the DVD player may disappear, but because the thieves have a prize, they will be less likely to do in-depth scouting for other valuables.
There are also ways to beef up security, although they do make the rig look ugly. A friend of mine welded a steel bar on the inside of the door to his RV and uses a hasp and hockey puck lock that bolts through the door and into it, which seems to be a fairly effective deterrent.
If one has a motorhome, a strongbox is an option as well.
Nothing is 100% though. There is a point where I beef up security, but after that, I just let the insurance company take over. For example, with my generator, I use heavy security chains (not the chains cuttable by the cutter at a hardware store) and locks imported from Germany, but if a thief manages to cut those, I have enough evidence to get a police report and get a claim processed. The trick is similar to outrunning a hungry bear, you don't have to be fastest, just a tad faster than the slowest in the pack. Tweakers want something easy, so if a rig appears well-secured where it appears that it will resist their "master key" (a long screwdriver), they will go find another target.
As for protection, this is a subject that has gotten a lot of threads locked. I would say before doing anything, check the laws of where you are going. Some areas don't care if you have an open carry holster. Others will stick you in jail for a year for carrying a can of mace. Best general RV protection is a big dog.