For every photographer who shoots weddings where they keep the gear that they don't use in some scenarios? You take the bag on your back or put the gear you don't use and place it somewhere close where you can see it?
I usually try to find a room out of the way, and a dark corner where it will hopefully go unnoticed. That's not a fantastic solution I admit (and not original or creative), but knock on wood it's worked out so far. The rest I leave up to insurance
I have everything except the stand, tripod, softbox and umbrella in a LowePro Flipside 500 AW. My assistant caries the rucksack everywhere we go, except when we are traveling with the car.