Hi, last year I got a ferry to Le Harve and headed through France to Biarritz then rode the Pyrenees from west to east before heading down to Barcelona. We took a minimal amount of gear so we could still throw the bikes around on the twisties, that meant taking no locks or chains. We did however chose our accommodation each night based on whether they had secure parking or not and every night we found a place that did. Some of them charged an extra 6 to 10 euros for this but for us it was the right decision.
I am incredibly paranoid about security so whenever we stopped for food we always made sure the bikes were close by where we could keep an eye on them.
If you are planning on leaving your bike unattended for long periods in a city then I would take a chain and lock it to something solid.