I'm a bit of a security fanatic myself. My take on things:
1. Car should be equipped with a properly installed alarm and immobilizer system. As we know, installation is so important. I won't reveal my tricks, but the immobilizer module should cut fuel pump and either starter or ignition. Test yourself: if you can find/access the cut points or immobilizer unit within ~15 minutes of dissassembly, it's not hidden well enough.
2. Once that is covered, if you're parking on the street or in public, always leave your car in gear and with the steering wheel turned 360 degrees from center. If they want to get it on a tow truck, they will need to get inside the car to straighten the wheels or put it into neutral. This will set of your now well hidden alarm, alerting either you, or others. Thieves obviously like to work transparently, so a loud alarm going off while the car is being towed onto the back of the truck will be less than ideal.
3. Well Hidden Kill switch. I like the idea of a keypad immobilizer, but a kill switch will do essentially the same job, and with less hassle/cost. A magnetic reed switch could be used creatively used too. Cut a different point to what you did with the alarm system. Whenever your car is parked at home or for a longer time, flick the switch. If they break in and get your keys, they still won't be going anywhere. If they're stealing your keys, they're driving it away otherwise. Hide it in the boot if you're paranoid!
4. Don't care what anyone else says, old-school devices like steering locks or even wheel locks are a useful deterrent, once all of the above are done.
5. Park out of sight at home. Trust your instinct, if a particular street looks seedy, cough up the $10 and park in a lit garage, and do what I wrote above.