I hear ya SC...  I don't mean to sound unsympathetic to anyone who gets ripped off.  I've never bought into that "the victim had it coming" line of reasoning that sometimes creeps into the dialogue.  But that being said...

Just out of habit I have a pretty ritualized approach, and SC is right on the money.  I bring the donation, the ID I need if it's a traveler, the key to my car, and that is it.  I also bring one of those portable folding toothbrush/paste kits and hit the little boy's room for a brush on the way.

If I'm providing the room, I hit the shower before she gets there and nothing is left in an obvious spot, so there's no opportunity for hijinx.  If I'm going to her room and want to shower before, I undress in the bathroom so my clothes are with me.  If I'm doing the post-fun cleanup, same thing...  I bring my clothes in with me.

I'm not a nervous/paranoid/anxious person, but I am one of those people who is ALWAYS very aware of what I'm doing, what's going on around me, and when I'm exposed to the most risk.