I just leave them in the trunk, glove, or hidden from view... I usually never leave them in the car, though. If they are not on my person than it is because I am restricted to leave them in the vehicle due to the "gun free zones" I may encounter. If someone breaks into your vehicle, and is determined, they will get whatever is in there anyhow... not really sure what locking device or solution you are looking for and for what type of firearm you are looking to secure.
If you are looking to just secure basic firearms in the trunk while traveling any locking gun case should do, if transporting is the only thing you are doing really. Pelican cases make nice gear, among many other brands.