Locked garage, with a very hungry pitbull inside usually works well. :D

Alarm system
 

I had a viper alarm installed in my 1999 stang. Cost a little under 300 dollars. The thing about it is that the flashing blue light at the top of the windshield will at least deture some would be theives. You just have to nudge the vehicle and the alarm will go off, and I can detect it up to a mile away. So think its better than nothing.

Took the alarm off when I took the stereo out but planning on installing a new one just for the convenience of remote lock/unlock.