Vanagon has been broken into once.
First order of business, it would seem to me, is the antitheft system (not
alarm) that prevents vehicle from being stolen.
The immobilizer is not expensive and  my insurance company gives me a
discount on insurance every year so it eventually pays for itself.
So for me that is first priority.
The "break in" issue is more difficult and nothing can really prevent a
break in, however, it makes sense to me to have some deterrent.
All other things being equal the thief will select a vehicle without any
deterrent.
I have been parked next to a vehicle where the next vehicle was broken into
and mine was not touched.
I'm not saying it's because of "dummy light" or security stickers on window
but way I look at it how can it hurt.
My philosophy is to give them a reason not to enter the vehicle and
 secondly to assume they will enter and to prepare accordingly
in terms of what valuables are left in vehicle and where.
Smash and grab is very common and it only seems prudent to prepare as best
we can.