Where I used to work, we were averaging about 3-4 car thefts from our parking lot each month. We asked the Police to come in and give our company tips on how to keep your car from being stolen.
Their #1 recommendation: Steering Wheel Club.
Reason: Given a choice between stealing a car with a club vs stealing a car without one, thieves will usually go for the one without....unless there is some really compelling reason to steal THAT car. Yes, clubs can be defeated, but car theft is usually based on timing.
Anyhoo....sorry to hear about your car.