I normally use the bikes standard helm lock,
it works fine as long as you keep it oiled and
with a bit of skill you can fit 2 helms in it.
Other times (i.e. overnights somewhere) I place the helm(s)
on the backrest and use a long sturdy cable lock to pass it
through the chin of the full face helm(s) as well as through
the rear wheel this way immobilizing everything.
A really expensive helm ($250-600) I would take with me,
but I don't think anyone in the forum spends 500 on a helm