Well we have a 'private' tack area. Now it is currently in need of a door with a lock because people don't know how to ask -_- but we keep our personal stuff in there and I will soon be buying a locking trunk of somesort for my bridles/halters/boots and such
I keep my name on my little stuff (i.e. Boots, towels, grooming supplies, bottles, etc)
Don't really have to worry about anybody taking my stuff though, even though I am new at the barn the people are warm and friendly, hopefully wont have a problem with "borrowing"..
I take my saddle and bridle home with me each day. Actually I take everything with me, the back of my truck looks like a tack room at the moment (hey, its even heated lol). I just purchased a tack trunk that Im going to be leaving in one of the empty stalls, and a big ol lock for it. My saddle will still be coming home with me though.
My tack is always locked up in my trailer. I tack and untack at the trailer and it is always ready to go when we are. Back up to the trailer, load the horses and hit the road. Love keeping my tack in my trailer!