Since they original question was about security philosophy, here's mine:
I believe if a professional thief wants your vehicle, they are going to get it. I have theft insurance if that should happen. No matter what security you have (the club, electronic alarms, etc.) if a tow-truck with "Ajax Repossession" grabbed your rig, who would stop to ask questions?
So, the next question for me is, what do I carry, and how do I keep it from being easily taken by an opportunist thief? I like to carry tools and recovery equipment, but want to keep the rear open to carry two full-size German Shepherd Dogs, so the metal "hide-a-trunk" wasn't going to work for me. My solution was two fat-fifty ammo cans locked on the rear sides One with tools, and one with recovery stuff.
(Write-up here) They are also easy to remove and leave at home if I'm parking in a questionable area.
I like having a good stereo, so to protect it, I added an iVault from Quadratech. It's a quick steel plate that locks over the radio in the dash. It would take a dedicated person with a crowbar destroying the dash to get to it.
(See it here)
I have an aftermarket alarm wired in to the vehicle. It has starter interrupt and ignition kill. I also have the factory chipped key - I'm trying to make it more difficult so a thief will look for an easier one and steal your Jeep, not mine. I also have power door locks on both front doors and the tailgate, so when I park the Jeep, I can just hit a button on the remote to lock the doors and set the alarm. It also has glass break and vibration sensors, as well as a proximity sensor that will trigger the alarm if anyone is inside.
I try not to leave anything valuable-looking in plain sight when I park the Jeep. I'm also fortunate that I don't live in a high-crime area, and rarely drive the Jeep if I'm going to have to park in one. I lock the Jeep when I park it to keep small-time crooks out.
There are lots of good ideas in this thread, and I'm not claiming mine is the best, or maybe even a good one. It's just what I do. YMMV