I have a two-way paging alarm, hidden brain and backup battery, 12 strategically placed and well-hidden interior piezo sirens, full-sized siren behind a vented rear interior panel, normal siren under the hood along with horn-honk, tilt sensor, glass sensor, dual-zone proximity sensor, shock sensor, and starter kill.
My sub box weighs several hundred pounds and is padlocked to my floor. I took heavy duty U-shaped bolts and bolted them on each side of the box from the inside, so they cannot be removed without getting inside the box. My Explorer has hefty factory cargo tiedown rings that are bolted down to the floor of the vehicle and the bolts to remove them are not accessible unless you take the box out. I run two heavy padlocks on each side through the U-bolts on the box and then the rings on the truck. The only way to get the box out would be to cut the padlocks or have the keys to them. The subs are attached with security screws with different patterns so different bits would be needed and it would take a while even with all of the right bits. The amps are secured to the box the same way. The majority of my equipment is under the floor in the back, which is under the box. To get to anything, you have to get the box out first. Even if it were unbolted, it is way too big and heavy for one person, or even two small people to move.
The rear windows are all very darkly tinted so you cannot see inside.
My rims have locking lugnuts on every bolt.
The only thing I really want to add to this is a GPS tracking device/service.
I've been robbed of everything before, so I have taken these extra measures to be safer. I make a point to never get further than earshot of my truck, or out of the pager range. When at home, it's parked in the garage. At work, it's parked in a secured parking garage.
Obviously, it is still vulnerable to towing. Thieves are doing that a lot around here (Dallas area). At least the tilt sensor would kick off the alarm and I would hopefully be within paging range. The keys stay with me always.
It's true that if they want your stuff bad enough, they will get it. You can definitely take measures to make it harder for them, though. Often times they will just move on to the next ride.
