The only surefire way of preventing theft of checked luggage is to use good quality hardside cases with strong hinges and locks the TSA can't easily cut or remove.
FAR 1544.293 says that you must secure your checked luggage if you have a "firearm" in it. You can use real locks that keep the TSA out under Federal regulations. See
http://deviating.net/firearms/packing/ for lots of good information.