I have to say I am not a fan of quick-release, especially for seats. I do not need to raise and lower my seat nearly enough (almost never) to justify the annoyance of having to take my seat with me or worry that anyone could just walk past and take it with no tools while my bike is locked up somewhere.
My local bike shop has locks that you can put on quick release seats that make it so you require a special key, but they run something like $50 which seems too steep to me! I could also just replace the quick release part with a regular bolt, which might be the way to go, but still somewhat insecure.
I'm just looking for feedback or recommendations on reasonably inexpensive ways to secure seats and wheels for some piece of mind.