We used TSA locks that I bought at Target. $5.99 for a two pack. Unfortunately I lost ONE item from my luggage, but thankfully it was minor and it was my own stupidity.
My large rolling suitcases have little clipping straps so that you can piggyback two or more and roll them stacked. Not thinking, I put my luggage out in the hallway on the last night of the cruise with the strap on the outside. When I decided to go out for a stroll on the deck about an hour later, the strap was gone. I guess some passerby in the hallway decided they could use this little clip strap. It made it hard for me to get my suitcases through customs the next day.
So - make sure you have locks and put EVERYTHING INSIDE your bag if you decide to leave it in the hall to be "checked" for when you leave the ship.
I wish the cruise lines would let you take your luggage directly to a "checking" point instead of leaving it in the hallway.