I have to agree with what everyone else is saying, if they want it...they're gonna get it. There's really not much you can do to prevent a thief from stealing your stereo.
This may sound strange but IMO having a good alarm to help prevent someone from stealing your car is much more beneficial. So I'd just stick with a nice alarm and simply screw down the amps, speakers, processors etc. Heck, you could even use some double sided tape to secure the stuff if you wanted to. I'd much rather have somone simply pull an amp out with a few screws and leave my car in good shape than have someone tear the amp out of the car, damaging the car and then doing more damage out of spite. As a bad analogy, what if it's raining or snowing some night and someone breaks into your car...would you rather drive your car home without a stereo...or would you rather walk home with nothing but your car keys?