If you get an alarm, make sure you park close enough to where you live so you can hear it when it goes off.
I think the best security measure would be to get a hard top, but that usually requires a garage to store it when not in use. If you have to park your car outside, the hard top would be your best bet in deterring thieves. But if you have nowhere to store it when you want to ride top-down, I guess you'll just have to settle for an alarm.