Two nights ago, someone tried to break into my F150. My Pioneer sub and in-dash DVD player were the obvious targets. I didn't hear a thing, but fortunately my sister's dog and my dad are light sleepers, and the barking and porch light scared them off and left me with just a destroyed lock cylinder and door handle.
I'm replacing the door handle with one without a lock cylinder, and installing Jimmi Jammers on both door handles, and I've been looking into an alarm system. I know it won't likely stop anyone when I'm at a store or at work, but it might be helpful at home.