Alarms: Break a window, pop the hood, cut the battery cable. No one is wiser or gives a shit because alarms go off all the fucking time.
The alarm is toast. It'll cry for the 8 seconds it takes the thief to do said actions. Even if you have a battery backup alarm, the thief can still yank the wires to the siren.
Then you have those big ass wheel clamps. Not only is that a total pain in the ass, but a flatbed with a winch is still going to drag your car up onto it without breaking a sweat. Same with a steering wheel lock, or a removable steering wheel, or the club, or any of that shit.
If they really want it, they will take it. And there is nothing you can do about it. Just be smart, do have an alarm to deter the wannabe's and amateurs, and carry good insurance so you can get your car replaced when it draws the attention of the pros.