Both Yakima and Thule rack systems are awesome products.
They are almost they same rack; one made in Sweden one in Yakima Washington. Yakima has round bars while Thule's are rectangular.
My best advice is to compare both brands. Some makes and models of car may have a better fit from one or the other company.

I don't know about a sub $400 option but you can also buy it part by part starting with just the bars, towers and fit kit. Then you can buy bike racks, ski racks later. Also if you have an REI nearby they always have some rack parts in their "scratch and Dent sale" which is returned (usually in fine condition)merchandise.

The racks both lock to the car and lock you gear really well. The locks are not absolute but it would take time, tools and knowledge of the system to get away with stealing gear or the racks themselves. That said I would not leave a rack with expensive gear on it unattended, overnight in most large towns and cities.

All in all you can't go wrong with Yakima racks.