an alarm will do wonders.

99% of thiefs wont even bother if the car has an alarm, unless the car has some extremely valuable stuff (very high end stereo equipment, motor swap, rims, racing seats, guages).. and really if they want it bad enough, nothing is going to stop them.

the next step would be physical barriers like shaved door handles, shaved key holes, steering wheel club, pedal locks, removable face plate. but even then its just a slow down, and when a thief has all night to work on getting your car.. if they want it bad enough -- its theres. sounds harsh but it is very true.