Nope, you're certainly not alone in worrying about
cel theft, however I really think there's a better
chance of them being damaged in a flood or fire or
some other kind of natural disaster rather than be
stolen.

My fiance and I refuse to keep our cels in books.
We have personally matted and framed each cel (and
now, with the addition of a 2ft high cel of Ryoko,
added a mat cutter to the toolbox).

I don't know about anyone else here, but our cels
are insured on our renter's insurance policy and
would probably also be covered under a homeowner's
policy as well.  Typically, as our collection
increases in value, we increase the amount of
insurance we have on them. You can also insure
almost anything with a floater policy. If you have
homeowner's or renter's insurance, I would suggest
speaking with that insurance agent first--you may
save money that way. I know we get a discount on
our policies because we have several.

--zerospace