I live in Ok in the country so I do not worry about my rig being stolen, however I do install many homebrew anti theft systems, it is a snap. Just tap into your starter wire and run it in series through another circuit. For example, make it where you have to hold the power window switch down to start it. you can get very creative with this, cruise control buttons, heater switch, dome light anything.
be sure to tap into your start wire under the hood and not in the steering column. if you do it in the column, an experienced thief will probably find it. I have also seen push buttons installed behind the ashtray or the lighter element, all you need to do is push in on the lighter knob, or the ashtray while holding the key in start, Thiefs want an easy steal they are not going to try to figure this out.
Or just get some really loud exhaust and a loaded gun, If you start my rig the house shakes, shortly thereafter I will be shooting the fool that decided to steal my rig