I stongly recommend locking at the pier. It is not so much the carnival personnal but the dock workers that can get sticky fingers. We had a camera stolen by leaving it unlocked. Stupid us to actally have put the camera in at the pier so they could see us do it.
Use the TSA approved locks for air and ship and you can have the best of both worlds. There is also at least 2 types. One will show a flag if the TSA opens. I like that one and they are fairly cheap. $8