If available, get your bag plastic wrapped on departure..makes it harder for the opportunist etc etc, and they'll move on to another easier target.
That's ok until a lot of people have the same idea and all of a sudden 20 or 30 bags that look like oversized glad wrapped food parcels start following each other around the carousel. So instead of being able to easily recognise your bag, they are getting pulled off and spread around the floor as punters try to match baggage tags to their stubs. Sad thing is, 98% of said punters don't know how to read the information on either. Seen it happen more times than I care to remember.