Keep it inside a locked garage with an armed guard and Doberman on duty! Or, drive a car that nobody would want to steal.
Seriously, there are some common sense precautions you can use to minimize the risk of your vehicle being stolen or broken into:
Never leave the keys in the ignition, and never leave the engine running while you run into a store or drop something off. You car might not be there when you come back, and you might even be issued a ticket for such stupidity! Always lock your car, even when running short errands to the grocery store or leaving your car in your own driveway. A car thief will walk right up to an unlocked car in broad daylight, hop in and be gone in 30 seconds. Locking the doors won’t prevent him from breaking into or stealing your car, but it will slow him down and may discourage him enough to pick on someone else’s car. Never leave valuables (purses, briefcases, radar detectors, money, portable electronic devices, leather coats, etc.) in plain view. They encourage thieves to break in and help themselves. Either take the valuables with you or lock them out-of-sight in the luggage compartment. Avoid parking where you have to leave your keys with a valet or parking attendant. It’s a simple matter to make a duplicate key and steal your car later. Use self-park facilities where possible. Park in well-lighted areas, preferably where there are people and/or traffic nearby. This discourages casual thieves from breaking and entering. If you’re installing an expensive stereo system in your vehicle, think hard about getting a "pull-out" unit that can be removed for safe-keeping if you have to park the vehicle outside. Or at least buy a radio that has a theft-deterrent code that makes it inoperable if somebody rips it out of your dash. Install an aftermarket alarm system on your vehicle. There are many different types from which to choose. A loud, annoying alarm may draw attention, but doesn’t necessary deter theft (more often than not, it will draw unwanted attention when it goes off accidentally and annoys your neighbors). A good alarm system should trigger if someone breaks into the car (senses the door opening and/or the sound of breaking glass), opens the hood or trunk, or attempts to tow the vehicle (motion sensor). What’s more, the system should disable the ignition so the would-be thief can’t start the engine once he gets inside your vehicle. Install a tracking system. This may not prevent a thief from stealing your vehicle, but it will help the police track him down, catch him and hopefully recover your vehicle intact. LoJack is one such system. If your vehicle is stolen, a radio transmitter that is hidden inside the vehicle will be activated and will signal the police. The police send out a signal that activates the transmitter so they can pinpoint your vehicle’s location. International Teletrac is a similar system but activates if the vehicle is started without a key. Install a steel locking collar around your steering column to discourage thieves from "hot wiring" your ignition. A common means to stealing cars (particular GM cars) is to simply break into the plastic steering column with a screwdriver, pop out and bypass the ignition switch. The steel collar, which generally sells for less than $50, makes this much harder and usually discourages most would-be car thieves. Install a locking device (club or bar) on the steering wheel. These are inexpensive and discourage thieves by making it difficult to steer the vehicle. Thieves often get around such devices by sawing or cutting through the steering wheel. But a number of companies are now selling steel shields that install under the bar or club to make this more difficult. A shield will also protect the driver side air bag against theft (a hot-theft item these days because they’re worth several hundred dollars apiece!) One of the best ways to discourage professional car thieves (but not teenagers who want to steal your car for a joy ride) is to have all your vehicle’s major components (including glass) marked with your vehicle’s VIN number. Chop shops make their living by removing valuable parts and selling them to body repair shops. But it’s much harder for them to do this if the parts have VIN numbers. They’d just as soon avoid your vehicle and steal somebody else’s. When driving in your car, you can minimize the risk of a "car jacking" by keeping your doors locked, paying attention to what’s going on around you when stopping at an intersection and being ready to drive away should a stranger approach your vehicle. Some companies have also developed "carjacking" alarm systems that will disable the ignition after several minutes if the door is opened while the engine is running. Other systems reportedly fill the vehicle with smoke or shock the carjacker with a non-lethal jolt of electricity when he attempts to drive away with your vehicle.