Sorry to see that, seriously. An Alarm though is a MUST.
(Not talking about you), but I don't understand how people could spends thousands of $'s on accessories for their cars but put a cheap alarm or don't even put one. That's the #1 thing. 2nd, get a club that goes on the brake or clutch. Steering wheel can be cut so easily. #3 (for me at least) get tints. The darker the tints, the less the person can see without them having to get up on the car. The closer they have to get to your car to see the better chance they will set the alarm off. That's all I need.
Even with all the things I said if a thief is that determined they can still steal your car. Jus don't make it easy for them.