Honestly, unless you have an L7 or something, or something that looks really nice and you're in a bad neighborhood, no one's gunna steal it.
I'm paranoid about my stuff, too. But realistically, there are very few people who will break into a car for a single sub and an amp.
And besides, keep your receipts. Insurance'll pay you back if anything.
Sub up, port back.
If you're worried about it, get one of the fabric ones that they have in like... Civics and the like; one that rolls up and you just pull out and clip it on the other side.