I've done a couple of things.  First of all, my insurance company
gives me a discount on my insurance and also will pay part of
installing an ignition kill switch.  I did it just for the $50
a year it saves me on insurance.

I also drilled a small hole through the panel just below the radio
and inserted a red LED.  I wired up a simple circuit and connected
it to the fuse box.  Now I have a flashing red light (that the
ignition kill people wanted $20 to install!).

I also have a club.  It's the kind designed for cars, not for trucks,
but what the hell.  Sometimes I put it on and don't even lock it.
Like someone already said, if someone REALLY wants your car, they'll
put it on a flat bed!  I figure a flashing light and a club will
deter most thieves. So far so good.

Kedar
'89 Westy