If you're worried about someone breaking into the car and driving away with it, I would install a switch that controls power to your fuel pump hidden underneath the dash. My friend has a 4x4 built for off road use only and he likes to leave the keys in it sitting in his yard. He installed a switch to control his fuel pump and when someone tried to steal it, it didn't even go a foot.
But remember, all of this stuff that prevents theives from getting something (security screws, fuel pump switch, etc.) is only going to piss them off. At which point they will most likely do something like key your car or another form of vandalism. Make sure your insurance company covers this. If my insurance company didn't cover vandalism, I'd rather deal with them and get my money for stolen than than be stuck with broken gear.
Honestly, the best way to prevent theft is not to show off your car or let it be known there's expensive equipment in there. Refrain from having the volume at full tilt when you are within 5 miles of your home, your job, or a place where you will be parking at for extended periods of time.