I agree, I never have had any indication of a theft attempt of my vehicle. But, I have always lived in a small town where the best security measure is the guy next door with a gun.
In reality, I agree with other posts, if they want your car, they will get it.
Lastly, I have owned vehicles with a battery disconnect (when I lived in ItalY) under the dash. Stay away from the fuel lines - electrical interuptions going down the interstate would be BAD on a selenoid on the fuel line. The battery disconnect is cheap and a do-it-yourself job - just use heavy enough wires and mount in a remote location..