To avoid bike seat being nicked

1. Take it with you (not always practical)

2. Get [allen key skewers][1] as opposed to quick release
- Reduces chance of theft, but in some cities, thiefs carry allen key set.

**Take number 2 a step further**.  This is a great tip I learnt from a NYC bike mechanic:
- Find a ball bearing thats same size as allen key hole.
- Dab some grease/vaseline in hole
- Place ball bearing in.

= Only way to get ball bearing out is with a magnet. 

  [1]: http://www.bikepartsplace.com/images/med/31757744.jpg