I have a small bicycle alarm on mine. It's a motion sensor that squeels when the bike is moved. It could be a little louder but it's enough to get attention when activated. Also, when I leave my bike for too long I put a bike cover over it as well as activate the alarm and of course I lock it up with a chain and lock.
Next, I have my bike registered with the local police. It has a California license number associated with the VIN.
Last, I'm seriously considering renters insurance. Doing some research a few companies will insure bicycles under homeowners and renters insurance policies to recoup some of your investment in case of theft. They may even cover loss of luggage in an airport when traveling among other things. At least Allstate does.
Attached photo is the cheap Ebay Alarm on my bike.