I bought a cheap, dog choke chain from the dollar store and covered it in a length of rubber inner tube. I run that chain through the sleeve of my jacket, through the chin section of my helmet and lock it with a cheap pad lock, through the handlebar risers.
I'm not walking around with a helmet and jacket.
That's brave man, I have a textile jacket and an AGV and although they aren't the cream of the crop gear I still don't trust haters.