Another idea which is debatable if you often get your saddle nicked is to use an actual bike chain (not a lock chain but a drive train chain) to attach one or two of the rails of it to the seat stay. If your fussed about scratching the paint, use a bit of gaffer tape or a sticker on the stay and connect the chain tightly so it doesn't rub.
Personally I'm not sold on it as they may just decide to batter your wheels or something instead but you never know.
Another idea which is debatable if you often get your saddle nicked is to use an actual bike chain (not a lock chain but a drive train chain) to attach one or two of the rails of it to the seat stay. If your fussed about scratching the paint, use a bit of gaffer tape or a sticker on the stay and connect the chain tightly so it doesn't rub.
Personally I'm not sold on it as they may just decide to batter your wheels or something instead but you never know.