Sorry to hear that bro. My radio was jacked for the 2nd time 3 weeks ago so i feel ur pain...again. The face plate was detached and they even broke into my glovebox(it was locked) and jacked all my cd's and faceplate. This time was at my apartment complex and my roommate's about to get a system for his car, but im gonna show him this post tomorrow.

We have a way to deal with our cars if I hear them get jacked outside my window now.
Step 1) Get bat next to bed
Step 2) Run and knock on roommates bedroom door
Step 3) Proceed to front door while he stops off at front closet for 4' long steel pipe
Step 4) Proceed outside and beat thief without hitting the head(don't want to kill the poor guy )

But like you said, you don't know what they're packing so it's best sometimes to not let our anger get in the way and get shot.