Also, if you are in high school or college, NEVER turn on your system anywhere near campus. There are a lot of stupid kids out there who have no respect for other people's property. Be smart and protect yourself.
This holds a lot of weight.
I'm not a morning person. At all. I have problems getting to sleep at night...
But what's the cure for tired? Loud!
So, everyday my system would be cranked as I drove to school in the wee hours. And, on the day I forget my books in the trunk, I walk outside and check it to see my trunk half open, the sub has been pulled, and the amp unfastened from the trunk floor. (Yeah, it was tied down with phillips head screws, I know, I'm a moron.)
I'm really, really fortunate that nothing was gone. There was money and my guitar in the car. The cameras weren't pointed at my car during the time of the incident, but I can only assume someone was walking towards them, so they got scared and booked it. I just had to refasten it and fix the subs (the accessory wire managed to come unplugged from the head unit during whole ordeal. I have no idea how.)
This was my old car. A Saturn L100. It was a hand-me-down, no passenger side mirror, cracks, scratches and dents all over it from the literally 42 crashes and 2 duis (those are the only ones to get caught). Not only that, but it was blue. Common body style. It looked like some high school kids poor, poor car, and the paint blended in well, it was a very common blue.
You can never, never be too paranoid. Always turn your system down in cities. Only go really loud on the freeway, in my opinion. Get an alarm and use it. It's very well worth your time and money.
Also, pay old ladies to drive your car occasionally, giving the illusion that it's grandma's car. No one will ever think you have anything worth stealing in there, besides powerful drugs maybe.