At the weekly gigs I play, the "stage" area is near a back door. Every now and then, people walk in through the back door and it would be very easy to nab a snare drum and be gone before anyone could do anything about it -same goes for cymbals, pedals, guitars, bass bows, etc. It would be nice to bring the nice stuff in there, but once it gets ripped off, there's no going to the music shop and replacing certain pieces.
So, some of the stuff stays set up at home and some stuff goes to the gig. The stuff that goes to the gig would be missed if any of it got ripped off, too, but it wouldn't be the end of the world. If my red sparkle Downbeat snare that's matched with a Downbeat kit gets ripped off, then it's the end of the world. I have couple of cymbals that I would not be able to get over, too.
I guess some of my extra-nice gear has been relegated to my own selfish pleasure. But, it all does get played -and enjoyed. I think that's what counts.