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I've pondered this one for a while now (used to be car audio and alarm installer.) I've never heard of one of the these cars being stolen without a flatbed or a key, which means the factory setup isn't too shabby (without the proper key the fuel pump is deactivated.) Aftermarket systems when installed properly surely won't hurt anything, but it's up to you. Given enough time and opportunity ANYTHING can be defeated.
I was thinking about a wheel lock that bolts to the top of the wheel and sits on top of the dash. My thinking is that I would crank the wheel hard to one side and then lock the wheel, it couldnt even be trailered to without major hassle then. link to ebay ad with wheel lock
What I use is something called "The Reporter" which costs about $150 at Radio Shack and $90 on Amazon.com. It is a wireless motion sensor and base unit that can work off 110V or a 9v battery. Range is about 1200 feet. With the sensor on the dash, I use 2, you can not get in the car without the base unit going off. Even put one under back bumper and if someone tries to tow it you will know. I can not understand why more people do not use it.