I bought a thin cable lock in a travel luggage shop, good enough to protect against sneak thieves. Don't remember the price, but it wasn't much. It is good enough for fuel and coffee stops.
The tank bag itself is very good, but perhaps not for heavy stuff. I use it for rain gear, spare gloves, a plastic bag with assorted cables and chargers and some maps. One drawback: this bag does not come with a detachable map case bottom that can be used without the bag. The map case (not included) is large and fits nicely on top of the bag, but is useless without it.
Have one http://www.motohaus.com/acatalog/Bags-Connection-QUICK-LOCK-EVO-Daypack-Tank-Bag.html On Sues bike, works very well. Just right size for camera, passport etc on last trip great at tolls and easier to carry with helmet when off bike thanks to shoulder strap Not fully waterproof. Have to fit a cover for that, but good enough for heavy showers. Torrential rain gets through without cover. BMW bag stayed dry inside. Have spare tank ring and fitting if your interested.