get a non-TSA lock for your bag
when going thru security with carry-on luggage, put combo-locks on the pockets where the valuables are located. when you put your rolex and wallet and diamond earrings, your thermos, and anything else you might wish to see again into your luggage to be scanned with the xray, slap a lock on that compartment.
and NOT a TSA-approved lock, either.
you want a lock on your luggage that will slow the TSA down and you can be present when they do a bag search.