Always thought removable steering wheels were a damn good determent.
You can't drive off with it if it hasn't got a steering wheel nor tow it. All they can do is lift it up with a crane.
There was a guide in one of the car mags last year iirc about doing a DIY tracker using a old mobile phone.
At the end of the day if they really want your car they will get it. All you can do is make it difficult.