+1 to this! I know guys that have started taking their steering wheels with them when they park the car somewhere a little dodgey.
3 point imobiliser, alarm and kill switches were the first things I did to the car when I got it. They went in the day after I picked the car up. When I ran a pub in Inala I parked the car in plain view, well lit area and it sat under a CCTV camera. The tech used to protect the car is part of it, being smart about how and where you leave it is just as, if not more important.