Most racks will take a ski key, I carry one on my home hill. When traveling I use a retractable cable lock, it's not as secure but can lock to any rack.
Theft is rampant at blue Mtn Ontario, I always lock up. My friend had his board stolen like this:
Cell phone rings, he answers, puts down board down, tells his three friends standing beside him to watch his board. Steps away from the group and after a five minute call returns to find board gone, friends chatting away. For the record I wasn't there.