What FTCPete said. I have no mercy for a ******* thief and have shot at two that tried to take my truck from the driveway one night many years ago.
For most cases, redundancy is a big help. Have an alarm, but back it up with a hidden switch for the fuel pump and/or the ignition system.
The hidden switch saved my son's Chevy truck about 6 months ago. It was equipped with a good alarm, but they got around that and were actually able to get the truck to crank. Because of the fuel pump cut-off, it stayed put, but of course got the door lock, steering column and bottom of the dash messed up.
I sure like that GPS idea ....