You should see the valet stories that get posted on car related forums...

Don't valet park a car that will tempt joy riders (e.g. sports cars or high end luxury cars; even cars with manual transmissions may be used to learn by the valets).

Don't valet park a car that will tempt thieves (the valets may leave the car unlocked with the key in it).

Don't leave anything in the valet parked car that will tempt thieves. (Some cars have a valet key that won't open the trunk, but you still have to make sure that other access to the trunk such as fold down rear seats or inside trunk releases cannot be opened.)