Lock your vehicle and engage your alarm system. Driving around town in a vehicle with a shattered window is a pretty good indicator that the vehicle is stolen. Alarms do deter some thieves. A suspect will often just go to another unsecured or unprotected vehicle. Secure your vehicle tag with one way screws.
Most suspects steal a tag to put on a stolen vehicle.
Making it difficult to remove your tag increases the chances the tag will not be changed which makes it easier for police to spot. Reduce attention to your vehicle. Firearms, packages, cellular phones, and etc. draw attention to your vehicle. Never leave the title to your vehicle in the vehicle itself. You are making it easier for someone to forge your name and sell your vehicle.