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There is no one device that will give you 100% protection from car theft. ANy device can be defeated. What you can do is layer your defenses to make it harder to steal and less attractive to theives.
Here are some things you can do. If you are really paranoid then by all means do them all:
1. Get an alarm equipped with starter kill/disable.
2. If possible the alarm should have a back up battery and siren.
3. Install the alarm in such a way that it will be hard to disable. As in custom install and not the standard install done by most people.
4. Change locks, Solex is a good brand.
5. Use a steering wheel lock.
6. There used to be a product that locks both gear shift lever and clutch. Can't recall the name but its made in Israel. Not sure if still in the market.
7. Bring your car to Big Berts and have them acid etch your plate no on your windows and side mirrors.
8. Park only in secured parking lots.
9. Keep a rotwiller inside your car.
10. Commute ka na lang and keep the car at home

joke lang.