Stephen, as with most things these days there are risks.
Unfortunately most reports you read or hear about are in the negative, but when you consider just how many caravans there are out there,and the number of people who have no trouble at all, the odds are pretty good.
The sad thing is, caravan crime is on the increase, but by taking some relatively simple measures, you can reduce the "attractiveness" of your van to the thieves.
Things like taking everything out of your van when in storage, making sure you have hitchlock and wheel clamp on the van whenever it is not attached to the car, never leaving the car and van unattended at motorway service areas.
If you took every posible danger into consideration before doing anything, it is unlikely that you would even get out of bed!! come to think of it, you probably wouldnt get into bed in the first place!!!!
Make sure you have a good insurance policy in force for the caravan, the Caravan Club do a very good insurance scheme, as do Caravan Guard and a couple of others, but beware, DO NOT opt for the cheapest, there are too many get out clauses for them!!!
Choice of sites is worth considering as well, with Caravan Club sites you know the standard will be high and that most , if not all, users will be members and will help and assist if needed, and keep an eye on your equipment whilst you may be away.
In my view the benefits far outweigh the possible negatives, and yes, we have had the van burgled whilst in storage, but has it spoilt our enjoyment,not one bit!!
Damage to vans is a nuisance, but with taking more care, and not rushing to get things done, you minimise the chances of causing damage to your own van.
As for damage caused by other people,it is usually the commercial sites which seem to have more problems in this area.
You are right to have concerns, but please dont let "what may happen" spoil a great way to get away and relax and have fun.