I have also been going for a long time (this will be my 10th Fanime!) and have never had anything stolen nor known anyone who has had something stolen.
If you are worried about it, bags that cross your body or are otherwise attatched and difficult for another person to remove, zippers or buckles instead of open tops and snaps, always keep it in your lap or hooked around your leg or something similar while in a video/panel room, etc. Also, when getting pictures taken, set down your bag between you and the photog so that you can see it (and unless the photog is totally oblivious or using photography as a way to steal people's bags with a helper [which has probably never happened, haha], then the photog can see it, too, and potentially stop a theft).
Personally, I carry a totebag that I hook my badge onto and usually rest my arm over the top of it/have my hand grabbing onto the straps. I carry an over-the-shoulder bag as my everyday purse, and this is how I naturually tend to carry it (partly for protection, since a thief would have to get through my arm to get to the contents, and loosen my grip to grab the whole bag, and partly because it is comfortable) and have never had any issues.
I think that as long as you are careful and keep an eye on your belongings, then you shouldn't have any trouble, either.