If a thief wants your car he's going to get it. No immobilizer will stop them. I left my EG hatch parked in the FIU parking garage once. I removed the quick release steering wheel, took my k-pro, unplugged the injector harness from the firewall, and I had a kill switch! They still figured all that out and stole the car!
Your best bet is good insurance, parking it in the safest places possible, and not leaving anything in the car to tempt thieves.
I'm sorry for your loss, I lost my school books too! THat hurt, especially since I had only purchased them the day before and the car was parked not 200 feet from the bookstore.
Thieves, and car thieves specifically really make me boil. I have an STI Tactical 5.0 .45apc now to guard my ****. The hard part is catching them in the act.
Worst part was getting a check for a $3200 chassis, and not being able to recover the $15,000 i spent in k swap, sleeving pistons rods, cams, headers, kpro, cage, 5-lug, wilwoods, etc etc.. not one mod is covered by insurance except radio, which my car didnt have.