[gigy]

get a clean install done from a good place(professional job). even if thieves keep finding solutions for cracking codes it is better to make him take longest time possible to break into your car. a mechanical device and a electronic device together will hold him back from trying your car first.

[anupmathur]

Originally Posted by gigy

a mechanical device and a electronic device together will hold him back from trying your car first.

That is, in fact, the recommended way.
A good quality, very visible steering lock is a strong deterrant to thieves.
They'd rather pick an easier 'job'!
A well fitted gear lock is not very visible from the outside but could cause an equal amount of delay as a steering lock.

A very good add on is the vehicle tracking systems that are now available. These help to track your vehicle's whereabouts and lead to recovery. The more expensive ones (GPS based) also allow you to remotely dis-able your car's engine in the event of theft.