The best way to keep stuff from getting stolen is not to have anything in the first place! j/k
Here are a few suggestions:
Get an alarm with a pager remote so you can have a chance to give thieves a reason to reconsider first hand.
Consider a unique siren tone/pattern and a loud siren mounted inside the car and trunk. Those things can irritate! The idea is to draw attention to the car and potential thief.
Don't advertise in your neighborhood or where you park. That includes playing the system loud and putting audio stickers everywhere. If you already have a totally custom car(paint, wheels, exhaust) you may not be able to help it. Usually guys with wheels, stickers and custom exhausts have big audio systems and thieves know it. Keep in mind that some people will steal things and vandalize cars because the driver is showboatin and they want to put them in their place(read: haters)
Be careful where you park. Make sure the area is well lit and in plain view. Keep the contents of your car out of sight! Don't put your faceplate under the seat! How obvious!
Up your insurance, and make sure certain items in your car are covered. Most insurance companies do not consider a box/amp/sub to be part of the car. It would most likely have to be covered under renters/homeowners, or you may have to add a few bucks to cover it on your car insurance. Receipts help in this case.
Like everyone has said, if they want it they will get it. It's too bad that it has to be that way.
