I hate thiefs.
I wish it was legal to just supply a crap load of volts to the ground plane of the car, then that way, when they touch it, they instantly vaporize and kill those suckers.
As said by the previous poster, there's no way to stop them. The best way is to get a garage. Other than that, any type of an alarm type system will just make them want to do it more, just to see if they can do it while bypassing your security measures.
You can always shoot them, pull them into your house, and say you were afraid of your life when you heard a noise and found them creeping around inside your house.
Thiefs and vandals suck.