I used the "Pro Helmet Lock" that eddy talked about on my Daytona and it worked great. i've found that on my the SM there's no logical place to put it except the handle bars. and i definately don't want that thing staring up at me on the highway. that could just be me, though.
if you have the rear peg holders off, it may fit well on the frame there. otherwise, i'm not sure.