Cordless power tools - virtually ubiquitous now - have made "theft" SO much easier! Not just entire vehicles, but components (can you say "Where's my catalytic convertor?"). I grew up in New Jersey in the '60's & '70's, where vehicle/component theft was a virtual "art form". I can't EVEN count the # of times I would see a vehicle "up on blocks" - either cinder blocks, cut chunks of railroad ties, or if the vehicle owner was REALLY unlucky - his vehicle sitting directly on its axles/brake drums/rotors on the asphalt - wheels and tires prolly already resold. Locking steering columns? BFD! A can of freon and a slide hammer made THAT anti-theft "protection" go by the wayside in ~60 seconds; maybe 120 seconds on a Mercedes or BMW that used stronger alloys in their respective steering columns. One of my grade school/high school hoodlum classmates had a 20+ "career" in high-end "Special Order" vehicle thefts - he and his crew virtually "invented" a brilliant method for stealing/stripping vehicles; to wit: He bought a rollback wrecker, then had a box truck body built all around the rollback portion. This made it appear to be a simple box truck delivery/service vehicle. The Cherry on the Sundae was the dozen or so magnetic signs he had made for the doors (and of course a half dozen different license tags to complement same). He was finally caught when a perceptive toll booth attendant noticed antifreeze dripping from the backside of one of his rollback/box trucks - FINALLY busted after a very successful run...
No one is gonna protect themselves from THAT kind of theft by anything but blind luck. Having said that, the factory SKIM system should stop most amateur thieves (snatch & grabber's, meth-heads, etc.). A tracking device - even a burner phone buried w/in the bowels of a vehicle - is a great add-on. And it's prolly not too paranoid to get one of those multi-cabled catalytic convertor "guards" to rest a little easier. After that, perhaps "prayer" might get you a "bye" on YOUR vehicle being stolen...N'ah!