If you do travel with valuables or packages, keep them out of sight. Use the trunk space as often as possible. Keep the doors locked and windows up at least most of the way when driving to discourage carjacking. Never leave the key code in the car or on the key ring. Be aware that certain models are more frequent targets of theft.
Many insurance agents can provide current information.
Keep registration documents with you when operating the vehicle, but DO NOT keep title or other ownership documents in the car. It may be best to keep such documents in a safe deposit box. Be aware of personal points of identification to distinguish your vehicle if it's stolen. Examples include scratches, stains, decals, etc. Also, permanently etch or mark accessories with your driver's license number, and drop a business card down the window slot to serve as identification in the event the VIN is removed.