I have a lite-rider roll-up on my truck and like it. Some water does get in the bed when it rains, but not a lot. IIRC, the material it's made of is pretty strong; ie., a knife can puncture it, but you can't drag the knife to slice it open. A person would have to keep stabbing it in order to get a big enough hole to get something out of the bed. You can't open the cover unless the tailgate is down.
Keep this in mind, covers will only keep honest people honest. If someone wants to get in, they will, no matter what kind of cover you have.