There are things you can do, the problem is that the Arduino isn't powerful enough to do any sort of crypto on the chip. I use it as a peripheral to a computer, which just reads the Arduino and posts the data to the server. Signing/encryption happens there, but a Raspberry Pi would also be a good solution for that.
We have a private token, that the arduinos post along with the measure. It seems enough for our use case, but not at all for sensitive data.
Security in IoT is a big concern, an I need to know more about it.