Perhaps the most expensive accessory you'll ever buy are your golf clubs. But even after shelling out a pocket for them, most golfers don't look after their clubs properly or don't know how to do so. Since you have invested time, money, and a lot of thought in purchasing your golf clubs, you should consider spending a little more effort in maintaining, storing, and using them properly.
First, consider the golf bag itself. Before you buy one, ensure that that the sides are toughened with some metal, like maybe steel. This helps protect your clubs in case the golf bag falls out of the cart or if it hits other objects. To prevent theft of your clubs, see if you can buy a golf bag with a flap or a door on the top. The flap should come with a lock mechanism, for example, a number protected lock or even a simple lock-and-key will suffice. Consider painting, embroidering, or embossing your name on the sides of your golf bag.
Some people even take it a step further and imprint their contact details with their names. In case the bag happens to get lost there is a fighting chance of recovering it again. See if you can get a professional to emboss your name and contact details on the handles of your clubs. This won't prevent theft, but at least you know you have a better chance at finding lost clubs again.