While you may not be able to stop thieves, you can slow them down.
Don't carry valuables in your checked luggage. If you have to, bury them deep in the bag, wrapped in clothes. Thieves don't have much time and may not want to dig deep.
Use good TSA locks, and put them on EVERY zipper and clasp, even it it is empty. Thieves look for easy targets; don't be one.
Try not to check in too early. A bag sitting around is more likely to be broken in to than one in transit, having to get someplece soon.
I've had bags "lost" for a couple of days (actually, never made the Spirit FLL-SDQ flight because it was overloaded; they had to wait 2 days for a flight that was underweight enough to get it down). I had a bottle of ron break in a bag, and TSA took a peek inside, left a note (I use TSA locks). But I've never been broken in to.