• Always use common sense. Don't 'bump' where you live, esp. if you live in an apartment building. If at all possible, avoid putting any stickers on your car (be it performance or audio) they just scream "steal me! steal me!"
• If you go to car shows/sound offs, I suggest removing your license plate temporarily. This will at least make it hard for people to remember your car is packing what gear.
• Consider getting dark limo tint and car cover. Remember - out of sight, out of mind.
• When you go to a mall or a store, turn down your system at least 1 miles before you get there. When a thief hears you 'bumping' down the road, he will follow you till you park and jack your equipment when you leave. Anybody who's desperate for money will do anything to steal something.
• Please Please Please install an alarm. I know about 30 people who pack thousands of dollars worth of competition-grade audio equipments in their SPL vehicles and they don't even have a $100 car alarm, how stupid can you be.
• 'Modify' your car alarm. It might be an overkill, but I'll install additional sirens around the car: inside the hood, underneath, in the trunk and in the cabin. Thieves don't have enough time to cut all those wires while they're blaring 130bD.
• I bet you right now I can guess where you all have your alarm brains, they're under the dash right? That thing can be disabled in less than 5 seconds! Don't be a fool, move that brain somewhere hidden. You can add mixed wire colors and false wires all around. Not even a professional installer could unhook it.
• Modify your kick panels to hide the hood release latch under the dash. This is extremely important so that the thief can't disconnect your +12 source and disable your alarm.
• I can't emphasize enough how extremely important security screws are. These are oddly-shaped head screws that you can get from any hardware store. Nearly ALL thieves carry a flat screwdriver and/or Phillips screwdriver all the time. A hex or square head screw will definitely slow them down. If your amp is bolted to the amp rack like this, there's NO WAY they can take your equipment.. but make sure your amp rack is bolted as well.
• Ask your insurance provider if they can cover your equipment.
• Be careful on who you show your system to. Remember that every person is a possible thief.
• Don't leave anything "interesting" inside your car (cell phone, jewelry, heck even a quarter) this will only attract passersby that can possibly lead to theft.
• If you have video monitors in your head rests, you might want to have a head rest cover made that you can slip on over the top of your seat to hide the monitors from passers by. This is extremely important if your traveling into an area your unfamiliar with.
• Make sure all your fuses are good and have the right rating. Moreover, make sure your equipments are FUSED. In worst case scenario, after an equipment is stolen, wirings short out literally putting the car on fire.
• For those of you with websites about your ride,  BE CAREFUL! That website can easily turn into a 'shopping catalog' for a thief. Try not to list personal information on the site (i.e.: what city you live in, what school you go to). If you have any pictures of your ride, always blot out the license plate. Also, if you have your own domain name try to use a different mailing address then the one your car is located at (i.e.: Use a PO Box). Remember that's public information and can easily be obtained by doing a "Who Is" report (http://www.netsol.com/cgi-bin/whois/whois).
• Manual fuel cut off switches.....they only cost a dollar. Invest in them. Its a simple cut and splice between the fuel pump line and will piss the hell out of anyone attempting to move your car.
• Speaking of the hood, hiding the hood pop switch is a step in the right direction but will only stop petty kids who are just messing' around in the game. The real vulnerability is in the line that connects the lever to the hood pop mechanism. In most cars these are routed through the driver side fender. Pull the plastic molding back strip the insulation and get a pair of pliers to pull the wire inside and POP ....you have an open hood.
  Solutions? Reroute the wire somewhere else or add additional lines to confuse.
• The main point is no matter what you cannot stop someone from getting into your car. You can SLOW them but not totally stop them. There are big holes in the side of the car covered with glass, they are called windows. Since it is impossible for you to stop someone from getting in one, you should focus on slowing them down as much as possible as well as preventing the moving/disabling of the car.
• An expensive alarm won't do much for you. They are all the same with some added bells and whistles. All you really need is a starter kill, and dual stage siren. An expensive alpine alarm with LCD screens does not do anything if it can be yanked from under the dash.
• Buy a pedal lock. Thieves have thought many hours about this and still have yet to figure a way around it. The infomercial is correct. That pedal is made of some hard steel. And even if you could manage to break the pedal off you'd have to sit with your ass facing either up or out of the car for a long period of time. Not something smart to risk.
• Record time sawing through a steering wheel....48 seconds.
• I don't know if alarm stickers (such as "Protected by Viper", etc) is a good idea or not. Some say it's a good deterrent, some say it makes it easy for code scanners to 'unlock' your code. Anything can help.
• Another security feature that you can get is Wheel Locks. I don't know yet if it can be defeated, but it's worth a try.
• LoJack is also a good investment. Although they run around $600 installed, you might get something in return from your insurance company just for having it. Also see 'peace of mind'
• In my opinion the only equipment that you cannot protect is your subwoofers. Whether you put a grille or not, if a thief can't pull it out, he will stab it with screwdriver. Unless their a down firing woofer they might be subject to abuse.

Please take the time to consider some of these options. Most only take a few minutes and very little money to do or install. Its better to be safe than sorry.