First thing that went into my car was an alarm, the best from that brand. It's got motion detectors so it gives a warning to people that pass by that it's fitted with an alarm (or tells them that theres something worth stealing :() And since it uses motion detectors to go off instead of vibrations, there are no false alarms like when a motorbike goes past or something. If you set it to real sensitive, you can leave a window open and if someone puts there hand in it'll go off :)
An alarm like this only works if your near by, like if it were parked in your driveway. It aint gunna do sh!t if your shopping or at work as nobody gives a fvck if a car alarm goes off anymore :( SInce the break in I've been considering upgrading to satelite tracking etc.