I've never had a helmet stolen or my GPS either.
Word of caution though on GPS's:
Most people have their home address in there.
You know, "Go Home" as in find my way home...
Don't allow a thief to find your home!!! Use a nearby alternative address such as a business or something.
This is especially important in your car(s), because you likely have a garage door opener to let them in and if your like me you never lock the garage walk-thru door into the house.
DFragn - 
Not a criticism, and I probably agree tho I'm not clear why:
I've heard this comment before, I think it was on a newscast, when they add their helpful advice - "Your GPS tells the thief where you live with the 'Go Home' function".
My question is, "So what?"  How does the thief knowing where you live, give him any particular advantage, and you a disadvantage?  The GPS didn't give him the keys to your house, and if it's because he knows you may be out since he took the GPS from your vehicle, he also knows you're in the area and running around, could be home anytime.  Unless he took the GPS from a Park-N-Ride or airport parking. Or maybe that an easy victim lives there, one who doesn't secure his stuff (he did get access to your GPS).  Your vehicle isn't there, for him to use the garage door opener, since it's in your car (bike).
What am I missing here?
On the helmets - never had one stolen.  But I don't buy premium helmets either.  HJC and Bell are what I use, and I generally park where I can see the bike from the restaurant (if that's where I am). Also have an alarm with pager on the Valk.  However, if I'm going to be away from the bike for any length of time, I either secure the helmet in the luggage or take it with me.  Same for the GPS - comes off in a second and goes in my pocket.  If only a quick stop for gas etc I put the cheap Bell helmet over the GPS so it's out of sight.
Oh.  Don't know if this helps, but maybe, nothing has ever been stolen:  I decorated the screws on the front of my OEM shield with .45ACP shells - fastened them to the screw heads by gluing them in the primer pocket. Yeah I reload, these are shells I assembled sans powder & primers.  Kinda says, hey this bike belongs to a gun nut - maybe not a good victim choice... I know one guy who tapes a 20 to his handlebar, DARING anyone to take it.  He also has an empty holster mounted to his bike, in plain view.