Depends on your kind of travel. For long distances with lots of food, fuel, and overnight stops, LOCKS. I don't use locks because we run a short distance to our local campgrounds and don't leave the rig unattended.
My concern isn't theft as much as somebody thinking it'd be a fun prank to disconnect something.
If you're going to lock the whole rig together, have the key that separates the two vehicles (like towbar coupler lock) immediately accessible. If you have to break away in a hurry you want the key handy and not have to shut the coach off to use it.
If God's Your Co-Pilot Move Over, jd
2003 Jayco Escapade 31A on 2002 Ford E450 V10 4R100 218" WB