I've thought about Lojack for the same reason. Can't always be here.
Something to consider might be one of those motion sensitive hotel room alarms you can buy for traveling. Once you're keeping it back in your garage, put the thing on the bike when you park it. If the douche bag took the time to steal your keys, he's probably coming back. But he's probably not expecting an alarm to go off when he touches it, and that might be all it takes. For that matter, put the alarm on the inside of the door if you can, and get the loudest one you can get.
2005 S2R800; Acid Giallo. Hang up and DRIVE!