It's a catch 22...every time you teach someone how to protect their car someone is now learning how to steal one.
There are at least 3 or 4 things that can be done in a weekend to help prevent your car from driving off without you BUT as more and more people add switches and do various things like that the more frequently thieves simply snatch it with a roll back from a public place...normally with faux repo paperwork in hand.
The NUMBER ONE very best protection is a GPS locator, $500 or so plus $10-15+ p/month to know where your car is at all times is nothing. No problems spending $500 on wheels/tires right? stereo/speakers $500+, suspension $500+, carbon fiber parts $500, engine swap $1,000-4,000+, etc. etc. etc. Yeah, it's $500 you can't show off...WHO CARES!! SPEND THE MONEY ON A LOCATOR, PERIOD.