On my overnighters, I always pack everything in 13 gallon sized garbage bags before putting them into the saddlebags. Not only does it allow me to take everything out and transport my clothes to the hotel room easily, but it also adds protection from water just in case some gets inside my Willie&Max saddlebags. I don't worry about leaving my saddlebags on the bike. A thief would have to take off the seat(or cut the bags with a sharp knife, but that'd render them almost useless to use), and have some dikes to cut the tie straps that I've installed to secure the bags to the bag guards.

Now if you don't like that method, there is a more expensive solution. You can install Easy Brackets. Do a search through the archives and you'll find all sorts of info on this setup.

For longer trips, and two up luggage, I use a tall sissy bar with luggage rack. To this I mount a Tourmaster sissybar bag. The barrel bag on top is removable and makes a nice day trip bag for 2 up riding so you can carry bottled water, sunblock, etc. This bag system also is easy to put on and take off, and is fairly rigid.