A good friend of mine is an alarm installer. these are some of the things i know of that will make a car very very hard for thieves to steal.
1. Good alarm with the brain hidden. ie under the center console or somewhere other than under the driver dash. proximity sensor is also a good thing to have. might scare away some thieves that are surveying the car.
2. Siren in a well hidden place under the hood.
3. Backup battery siren in the fender.
4. Manual fuel cutoff switch hidden somewhere.
5. 3 point immobilizer
6. take out the cable pops the hood open and hide it in a different place. when thieves brake in they will pop the hood to cut the battery.
7. set trunk latch to valet mode so u can only open the trunk from the outside with a key.
8. the club =) always a good thing to have.
9. take out your car faceplate.
10. never leave your garage door opener visible.
11. trunk monkey .. alyways brings you good luck. hehe
hope this helps.. i know its impossible to keep a car from a burglar if they really really want it. but hopefully doing all these things will make your car very hard to steal =)