I always bring a lock on tour. It's heavy and inconvenient, but if I stop in a town, I do want to keep my bike locked. Having said that, no lock is foolproof. I go on the theory you try to make it as inconvenient as possible to the bike thief:
i. as I said I lock the bike up when I stop in a town, but obviously make sure the lock goes through both wheels and the frame
ii. I always take my qr saddle with me, whether leaving the bike parked up or at a camp site.
iii. I'll put the front wheel in the tent with me (OK, so I tour with a 2 person tent so I have enough space)
iv. I'll leave the bike out of gear (tricky one this as invariably I forget when I get back on the bike)
v. At the camp site I'll put stuff on the bike that creates any small kind of inconvenience -a towel, anything that when it falls off makes a noise
vi. I'll try to put the bike as close to the tent as possible.
All of the above won't stop a determined thief but I just hope I can create enough of an inconvenience to make them think there are easier pickings else where or it's just not worth it for them.