Oh boy, do I have a story for you. A few years ago we trailered the bucket from Dallas to the LA Roadster show. I was crazy with fear that bad guys were going to steal or hurt my car. I added a proximity alarm to the existing alarm, such that it would sound if anyone got within a few feet of the car. I added a variety of padlocks, chains, steel cables, a steering wheel lock with alarm and even a wheel boot like the cops put on a car! And I installed an electric fence charger on the trailer. While checking it out, I leaned against the pickup truck, which was hitched to the trailer, and got a whopping shock. My friends fell down laughing. And I packed my .380 auto pistol. So now we're in an LA motel, and the damn alarms are going off, and I'm out the door in my underwear, waving the .380 around like Dirty Harry. But nothing happened. As my wingman said, the scariest thing he saw on the trip was me half asleep with a deadly weapon in my hand.
My advice: wrap a chain or cable around one of the wheels, use a car cover with a locking cable, disconnect or remove the battery, and sleep well.