Leaving your scooter on the sidewalk or street leaves it open to theft, but with a few precautions you can help to ensure that your ride will still be there when you need it.
Locks
Motorcyclists often use a "rotor lock" which prevents the front wheel from turning to protect their bike. Although this might be a good solution for heavier scooters, lighter scooters could literally be picked up and put in a pickup truck to be stolen.
Some scooter-riders prefer to use bike locks. Although not an ideal solution, they are sometimes more convenient. Make sure to avoid circular keyholes (which can be defeated with by ball-point pens), avoid cable locks that are too slim (and can be easily cut), and look for a locking system that provides some kind of guarantee (like Kryptonite locks).
The most highly recommended lock system is a case-hardened chain and large key-lock combination. These chains are very difficult to cut, and a good lock (like a Masterlock) will stand up to abuse. You can also find these chains wrapped in plastic or rubber tubing, to prevent damage to your paint.
Where to Lock
Always lock your scooter to the biggest, hardest object you can find. Telephone or light poles are best, but anything secured to the ground should work okay (check your local laws for what you can or can't lock your bike to). Thread your chain through the back wheel and lock it securely.
If you can, try to park in a well-trafficked, well-lit area. If possible, park near trash cans or other objects that will make a lot of noise when disturbed. Foiling scooter-thieves is all about making it inconvenient for them to try to steal your ride. Anything you can do to make it look like your scooter would: take to too long to steal, put the thief at risk of being caught, or not be worth the effort to steal will help ensure that you have a ride home!