Dude, some of you are VERY paranoid about things being stolen. You should be in a way, but a relatively cheap alarm system, and some rigging so they don't come out without a 5 to 10 minute fight, you're safe.
You get the key alarm that warns you what part is being broken into if you're at a mall or some such place. Rush out to your car, simple as that. You MAY or may not find them still there. The likely hood of them getting away without a fight if you're smart in installing them is unlikely, especially in glass like that maybe with some hex key locks.
And for everything not outside of your home, be sure you have a garage or don't get em.