Although admittedly we only do VB in short spurts (we stay at Cabana Bay so it's very easy to head over for 2-3 hours), we have never had an issue just leaving our stuff on a chair. BUT I also never take anything that I would be devastated to lose either - which means my phone gets left in the hotel room. My bag contains a towel, sunscreen, some water, and some snacks. I have a waterproof case that I wear around my neck that holds my room key, my ticket, a credit card and a little bit of cash. I suppose if I wanted to take my phone, I could get a bigger one that holds a phone too, but I can live without my phone for a few hours.