I have to say in 2000 I went clubbing up north and left my white mk1 golf cab at the time down a rough road from 9pm to 5am on a sat. when I came out every single car was broken into except mine...

I got questioned like hell from the police and then I told them what security I had - Clifford alarm with external sensors, gearbox lock (from C&R Enterprises) the car will not move for sh*t with this installed....(getting this installed in my black cab soon) and of course door armour locks... was the only person with a car that wasn't wet inside from the rain and drove home a happy person....
I didn't get questioned though on how much I had drunk and then drove off.....
I think most break ins today on cars that do have alarms - are by kids that don't know jack sh*t.... a good alarm and door armour plates will do the job, make sure you have your stereo hidden away and speakers not on show...
A garage always helps too....