Get a stealth install done, not some lame generic kind. A stealth install basically puts all the alarm brains and sensors underneath the regular paddings in the car. Put it in places where you think thieves are less likely to find it and/or would take them time to discover it without getting busted. I literally had to remove the whole interior and put mines on the shell of my car.
Get a good alarm model, sensors, and definitely a fuel kill switch.
Alarm: Clifford or Viper are great brands but choose the right model (preferably 2 way pager)
I recommend Clifford Matrix RSX 3.5 (i think thats the model)
Sensors: DEI products ftw
Tilt sensor - sets off alarm when your car is being lifted if theives try to steal your wheels or use a tow truck.. yes, theives now use tow trucks to steal cars.
Glass sensor- window breaks, alarm goes off. I dont recommend motion sensors because they have some false alarms.
Hood pin - pin goes up, alarm goes off
Battery backup - theives can access your battery line through your firewall beneath the fenders hoping it'll make the alarm shut up. They're wrong, if you have a battery backup it'll just keep on ringing until you come by to switch it off.
Piezo siren - loud as fuck and you only need one. I have 5 installed in my car and have got several overnight complaints already lol.
Removal steering wheel - theives dont carry universal steering wheels half of the time
Auto-lock - can be bought from AutoZone. Locks onto your clutch (or brakes if you drive auto) so they cant shift.
Fuel kill switch - car wont run until the fuel switch is on. Put it somewhere theives are less likely to look for it.
Dogs - I got a rotty sitting in my car overnight with the windows half way open.
Removable seats - self explanatory.
Basically you want to do everything that'll increase the thieves time to steal your car to the point where they just say fuck it and run.