If they want to get in, they'll get in. If they try the locks first and get straight in, at least they won't damage anything else. If the locks are too hard to get through, there will be a big screw driver chewing up the door behind the handle next. Now that will make a mess, meaning you'll need a new door or those nasty armour door plates.
What you need to do is insure that it cant be driven away. A big visible steering wheel lock will hopefully get them to move on to another easier target.