I d locked my RST, would I do it again NO. It was great until you have issues with your alarm, central locking or car battery and you look a complete idiot climbing through the boot, providing you haven't d locked that either. Also what do you do if your car battery runs flat, not like you can unlock the car with the key.
As said above the choice is yours.
I'd rather theives put a screw driver in the door lock than try to bend the door or smash windows.