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From the edmunds.com article on Top 10 Ways to Steal a Car (and how to defend against them)
 
3 Cut the steering wheel itself if there’s a steering wheel lock. Instead of locking just your steering wheel, “lock” your car’s ability to go by using a starter disable switch and putting it in a place where only you can get to it.

 
4 Look for exposed wiring that can be cut or for the central unit of the car alarm to deactivate it. Instead of going to a big retail chain store, have your car alarm installed by a professional car alarm installer, preferably a reasonably shady one. Unlike retail chain employees, these experts know what it takes to make your car elusive to crooks.

 
5 Look for car alarm decals to figure out which method to use to eliminate the alarm. Never display stickers that advertise what sort of car alarm you have, or audio system for that matter. Consider using a hood lock cable so the thief can’t get to your battery or car alarm mechanism.