I've parked my Westy (and unfortunately--on a few occasions--slept in it)in
a variety of "rough neighborhoods" in and around New York, New Jersey,
Wash. D.C., etc. and have yet to experience problems.  My general policy:
park near a vehicle of higher street value.  I.e. new Hondas (esp. Civics),
SUV's, and pickups are the hottest targets for street parts
collectors/vendors.  Regardless of how "rough" the neighborhood might be,
it will almost always feature any number of these new desireable vehicles.
By parking next to a vehicle of greater parts value, I think you diminish
your own chances of being picked over (in other words; they'll pick over
the other guy and run before considering your van).  More over, don't leave
much inside; and don't close curtains, etc. as a preventive measure--this
just invites the curious.  I speak both as a frequent Westy defender and a
child of ill-spent youth; it's good to know both sides of the coin.

Seth B.
'84 Westy

Seth C. Bruggeman
College of William & Mary
Department of American Studies
http://www.resnet.wm.edu/~scbrug/