Read over the suggestions below, they may help you reduce the possibility of being victimized. Try to park in a well lighted area, and if possible, avoid parking next to vans, pick-ups, and other large vehicles. Door contacts, and a contact on the hood and trunk are usually enough. If you want more coverage check on a shock detector or a glass shatter detector. Have the alarm system hooked up to the emergency flashers.
Some car alarms have a flashing red light on the dash which indicates there is an alarm.
You can purchase the flashing red light without the alarm for a few dollars and people may think you have an alarm and leave your car alone. There are locks which insert into the empty cassette hole. These locks are visible to the suspect and it would damage the radio if someone tried to pry the lock out. You could have clear safety film installed on the window. To reduce the risk of having your vehicle stolen have an ignition kill switch installed or purchase a bar for the steering wheel.