Ugh that sucks. Haven't had a car stolen. Just broken into twice. Ripped the lock out of the doors, stole my amplifier, stabbed my speakers, dash, and cd player w/ a knife... Had my house broken into twice even.
Nothing ever quite makes that feeling of violation go away ever again. The last time my den stayed in the manner it was trashed for a year and a half after I was robbed.
Only thing I can suggest is a car alarm w/ an ignition cutoff.
"Well, then," the Cat went on, "you see a dog growls when it's angry, and wags its tail when it's pleased. Now I growl when I'm pleased, and wag my tail when I'm angry. Therefore I'm mad."