A Pelican and a chain bike lock padlocked to something big (the bedframe!), and backed up by one of the vibration sensing alarms that scream if your luggage is moved.
Check out a Pacsafe. With one of theses, a good lock and your Expedition, you should be fine -- at least against things casually going for a walk. Nothing's going to stop someone who's determined to get their hands on your stuff, so the insurance is a good idea too. (When I went to school, my stuff was covered under my parent's home insurance.)
BTW, one year after returning home from school, I found a bunch of my stuff missing. I'm sure my roommate had swiped in the last week during exams, and I didn't notice until I was unpacking a couple of weeks later -- wasn't expensive stuff -- still had my stereo, just missing a bunch of tapes and CDs, and so on. Moral of the story: don't trust anyone.

