well, just my 2 cents as i see probably 5 vehicles a week that i work on have been broken into and have had items stolen out of them....

first, a good aftermarket security is key, not something that just beeps if the shock sensor goes off....i mean spend some serious money on something..(this is my recommendation to anyone with a VX considering we are highly targeted)...I have a $1000 security system on my VX...considering i spent that much money on the stuff on my roof alone, i think its not that big of a deal....

secondly, even if it costs more money, have someone wire up an LED to each door, so that when they look in the window to see if the car is locked they see the flashing LED...that will be enough to deter some people....also have LED's wired up to the rear window and the dash right next to where the radio goes.....i know all this costs quite a bit, so if you have a security system installed i would be more than willing to do a write up on how to add additional LED's....

also, i have seen people wiring TONS of LEDs all over the car so people know there is security, and all they do is put a switch that causes the LED's to flash when on....there is actually no security on the car, just the illusion of good security because of 30 flashing LED's lol.....

also, when you have them put on the security system, have them wire the system to the headlights instead of wiring it to the park lights, that way when it goes off, everything nearby lights up....therefore scaring off most criminals...

Lastly, (this i havent done yet, but its the next security mod for me)..
go buy some 'hella horns', they are made by the company Hella and they are awesome.....most factory horns on a car are about 60-80 dB(thats volume for those that dont know)...the hella horns are 160dB....they wire in place of your factory horns and they will DEFINATELY wake you up if you park anywhere near your house, they will also wake up anyone in a 2 block radius...(im not sure what 160dB is relative to, but im sure someone can chime in on that...i think its something around a jet taking off...they will be as loud as semi-truck horns at least)....
of course, have the hella horns wired into the security system also...for obvious reasons....

if your on a tight budget, at the very least hook up multiple LED's to a switch that causes them to flash and just flip it every time you get out of your car, a lot of times theives will look at the door locks and if there is a flashing LED they wont try to break into the car (audi uses this technology with putting their security LED's next to the door locks)....

thats my deterrence soap box....sorry if its lengthy but i work with this stuff all day every day and i think that my extended family deserves a little bit of the industries tricks.....

good luck, if there is a need for a write up on any of this let me know and ill spend a day or two and take some good pic's....