As Skull has said, we are very fortunate to have a small-ish group of consistent lan goers and we have been fortunate not to experience any trouble so far. I have been to many LAN's up and down the country most have been up to the 100 player mark and people tend to be nice. For larger LAN's I would say kensington locks and cableties to secure keyboard, mouse, headset, gamepad to the desk are the bare minimum for say an i-series.
With regard to wallets, keys, phones etc as Skull has said, try not to leave them alone but I too am guilty of this!
Entry and exit is through one door which involves getting past the staff row (and dod) so again it makes security events even less likely. We are also very lucky to have a great community who are all pretty mature
Hope this helps settle your nerves