Its a lot easier for somebody to load your entire rollaway into a truck and steal all your tools than it is for them to spend the time to round them up off your pegboard, throw them into a box that you don't have, and make off with them.
That's my justification for having a messy shop, anyway. I have a wall covered with pegboard, a small Machinist's chest, and a small tool cart, works good enough. I tend to wipe the grease off my tools before I put them on the wall but I tend to not bother when I put them in the chest. I'm not sure why.
