Saw something on Steelsoldiers.com that was pretty neat locking device that made the lunette useless. Basically it was two steel pieces that sandwiched the lunette and provided a tab for adding a padlock. I plan to use a heavy steel cable (bike lock type) and thread it through the lunette and around whatever is available as a "hitching post". In my parking lot at our complex, its a heavy steel guardrail.
This is similar to what I saw. Looks home made.
Another one looks more professional and uses a "pillbox" lock. with source here:
http://www.trailerlocksonline.com/daplug.html
I would only use one of these if it were absolutely not possible to lock it to a stationary object, or situation where logistics are not convenient, like at a campground.