Every baggage thief knows that you can open a locked suitcase in seconds with a simple ballpoint pen. Just push the tip of the pen into the zipper teeth until the separate. Pop the bag open. Take what you want. Close it. Run the locked zipper runner things back and forth until it's all zipped back together again.

Something without zippers like a catalog case or a hard suitcase might help. Oh, and a decent thief can "read" the combination right off of those thumbwheel combination locks in seconds.

I never check bags unless I'm forced to.