The answer obviously depends on where you are and what kind of situation you're parking in.
If you are parking at a suburban office during the day, or for a short time while shopping in a store, I would think a U-lock/cable securing the bike to the roof rack would be sufficient, or putting the bike inside your car (which seems less secure but might also attract less attention). In this case, I'd probably be fine relying on the built-in locks on my Yakima roof rack. If I felt I needed some extra security, I'd use a cable lock through the frame around the tray of the roof rack.
In a city, overnight? If I had no other options I'd take the bike off the roof rack and find a well lit area around restaurants or businesses and lock it up to a street bike rack/pole/fence with two U-locks and hope for the best. There's no way I'd leave my bike inside a parked car in the city for more than a very short time, and leaving it on the roof rack (even if it's locked up to it) seems like it would attract a lot of attention. A thief needs nothing more than a rock and about 10 seconds to get your bike out of a parked car. It's a lot easier to bust a car window and pop the trunk than it is to cut through a pair of U-locks.