I'm glad that I have never had a vehicle stolen. I've had quite a few break ins, and a few theft attempts as well. My very first vehicle was broken into and had the radio stolen when I was 18. Ever since then, I always wanted to make sure that my vehicles were protected. Car theft is HUGE in the New Orleans area (where I grew up) so I not only had an alarm system with a starter disable, but I also had a steering column lock as well. It's a THICK steel collar that locks around the steering column to prevent the column from being broken open and the ignition switch mechanism easily accessible. Then one time I had someone break into my car, steal my radio, AND try to break the column and start it. Then on my next car, I not only had an alarm and a column lock, but I also had a removable steering wheel. I never had a theft attempt on that car, but it was broken into once, and at least two other break in attempts that I know of, I think the alarm scared them off.
On my Burban I have now, I have a two way alarm with a starter disable, plus I have a separate hidden IGN kill switch. I also have a secret unlock system that is basically a magnetic switch. I have a magnet hidden under my truck, and I can take that magnet and pass it over the magnetic switch and it will unlock the doors. I'm not saying where I mounted that magnetic switch, but I am the only one who knows the EXACT spot that I need to wave the magnet over it to unlock the doors.