I guess it comes down to how bad the thief wants your car. If he wants it bad, whats to stop em using those wheel jack thingoes and just rolling your car onto a tip truck.
Any alarm is (as mentionted) just a time factor thing. If you are serious about not losing your car, id see the only way would be a combination of all the above thigs listed.
Im going for the satellite tracking, and.....YER RIGHT! like im telling the whole of the WORLD!!
Serioulsy though, dont leave gauges, hand controllers, steroes in plain sight. Use a club lock (steering or clutch pedal), a high intensity led, an alarm (maybe the paging type if you want to know asap if your cars being toyed with)
Its all about how long they need to get what they want. If its the whole car, bad luck...