I've got Thule bar and carriers.
I got the got the bars and feet off
ebay (both from different sellers) and bought the carriers from roofbox.co.uk. So when ordering the carriers I just specified therm to have the same locks as the feet (the number is on them). So now the bars lock to the car, the carriers lock to the bars and the bikes lock in the carriers.. all with one key (and shed loads of spares!!!). It's as secure as you're gonna get, but anyone really determined will still nick them.
It might be worth you and your mate buying at the same time to get the same key... assuming you trust each other