There are tons of savvy thieves out there and I firmly believe that you can only make the job hard for them; that you cannot keep them from stealing from you want they want if they want it more than you. I had a Civic EX back on the 5th and early 6th of September, 2001. It was crammed with stuff on the inside, just had a few ques on the outside that separated it from a stock civic. It had rims, tires, front facia and body colored rocker skirts and tag trim panel and a spoiler and was lowered with -2.5" kit. Platinum plus window tint, even on the windshield. I showed up in town to check in at the job location I would be going to the following day. After checking in to a hotel, I parked the car and took in my clothes. Late that night, the car was ripped to the bones in the parking lot spot where I parked it....directly under my window. The car had a Clifford IntelliQ 700 on it and was most certainly armed. It never went off.
List of stolen items: both doors, hood, front facia, rear bumper, seats, plug wires, ignition box and coils, turbocharger, header and blow off valve, intercooler and piping, inline fuel pump, valve cover, intake manifold with injectors and throttle body, exhaust system, side skirts, tail and headlights, rear deck lid with spoiler, A-pillars, kick panels, steering wheel, in-dash TV/receiver, amplifiers and subwoofers with integrated amp rack and enclosure. That had to be destroyed because it was all one molded piece of fiberglass that went THROUGH the spare tire holding mount in the trunk floor. Headliner and rear deck cover were gone also. It was a rolling chassis with carpet, glass, dynamat and short block. This was all done between the time I went to bed at about 11pm and woke up around 7am. The system was never played louder than maybe 95dB since I had left on my trip to move there. Your missing vehicle may have been partially your fault, but it's definitely not 100% your fault. Cheer up, get another car you want even more!