It is expensive enough but I'd definately go for a a CAT 1 alarm. I'm getting one fitted to my cars in future. Also I'd just get a thick chain and a good lock and put it on the steering wheel. If they see it it might just be enough to put them off.
I also said I'd put in a switch that cuts the supply from the battery. Have it somewhere that noone would know only myself. That way there's no power supply to start the car if they do get in.
I'd deffo get something done the guard I reported it stolen said it was the 3rd one in a week he'd taken details of that was nicked. Don't mean to scare you, its just a heads up. Someone seems to have taken liking to them.