I keep mine in my carryon and try to keep the carryon in view at all times. TSA, however, sometimes plain won't permit that. And I'm afraid of making too much of a fuss and getting hit with a "transportation security incident" and consequent NEXUS revocation.
My primary approach to keeping my stuff safe is to avoid air travel as much as possible. If my destination is within ~ 1200 miles (2 days of driving), I generally drive instead. In cases where flying is the only practical option, I try to minimize what valuables I carry. No checkbook, minimal cash, etc.