Most of the time, the theives either know you, know of you, or nowadays, heard you. Those impressive sound systems that the youngsters play so 'deep' in the cars, those cars are usually marked, especially a conv't.
I know some people have gone the extent of the high cost alarms system like Agent_Orange has done. Alarm system costing nearly as high as the stereo system. The 'youngster's' whose cash flow is restricted already will spend on the stereo first. What a youngster has done to protect his vehicle is to tie into the doors, interior light (notice it's separate), steering wheel lock and a few other places is a sound system which blairs some 180 dcb into the cab through a single speaker. Them theives do get an ear full. It's all tied together and I'm really surprised he hasn't marketed it. It's been a few years since I heard about this, so maybe it's already out there on the market.
Me, I'm unlocked all the time. I just don't keep my stuff in the vehicle and I'm an old music junkie and don't need the high power stereo.