Well this is ONE area where I'm glad that I own an older car that isn't "hot" on anyone's list, except maybe joyriders... 
If you're really worried, I think a layered defense is a good idea. Use the Club AND that Auto Lock thing that slips underneath your brake or clutch pedal. Both are not meant at all to stop a car thief, they're just deterrents.
On top of that, add whatever kill switches and inconveniences you want as well. It's true that if they really want your car, they'll take it, but you can at least slow them down, and you HAVE to at least try your best otherwise you'll be wondering what else you could have done to prevent it...
Some very interesting ideas in this thread BTW (especially that magnetic switch one that drrac2 mentioned!).

If you're really worried, I think a layered defense is a good idea. Use the Club AND that Auto Lock thing that slips underneath your brake or clutch pedal. Both are not meant at all to stop a car thief, they're just deterrents.
On top of that, add whatever kill switches and inconveniences you want as well. It's true that if they really want your car, they'll take it, but you can at least slow them down, and you HAVE to at least try your best otherwise you'll be wondering what else you could have done to prevent it...
Some very interesting ideas in this thread BTW (especially that magnetic switch one that drrac2 mentioned!).