sad, but happens everywhere, I have lost a pair and found out after buying a pair that they were hot. A lock is so worth the money, so is seperating your skis. Take one ski right up to where you are going or eating, and leave the other at the main rack. I lean one on glass if possible, makes people think you may be watching it.... But I grew up in Colorado, where skis go like bubble gum.
I also just try and trust that anyone who steals skis knows that KArma will hurt you. Skiing somone elses skis is a great way to get whats coming to you.