Rob, most conventions have some sort of security in the dealers room/artists alley for the evenings, to keep out random grabby people. If there happens to be none at all (which I can't imagine), then you will have no choice but to pack up. But assuming the room at least gets locked, then I do what you'll see most dealers doing: I bring along a second tablecloth and use it to completely cover my table up at the end of the day. If I have books on stands I lay them flat, but otherwise I leave everything else in place. That way, I have minimal set-up to do in the morning. The stuff I take with me back to the hotel room (or back home, if I'm at a local show) include the cash box (actually a fanny pack), my drawing tools, and my original art. The books all stay. My tablecloth (the one that actually goes on the table under the books) is wide enough that it reaches the floor, allowing my boxes of overstock to be tucked away and mostly hidden from view. I usually leave a couple of flyers scattered on top of the tablecloth, for any stragglers who are slower out of the dealers room than I am to take away if they are interested.
I never have had an issue with theft overnight, nor have I heard of that happening to anyone I know. But I look at it this way-- most of my merch cost me less than $3 to produce. If anyone is actually interested enough in my stuff to want to steal some, I figure it's not a huge loss, and hey-- at least people are reading it.
