There's two real methods of security you need to be looking at; You need to be looking at systems that will dissuade the thief and then a secondary method that will stop them should they still attempt it.
Firstly, get yourself a good alarm system (I personally like clifford, but everyone here will have different recommendations). Make sure flashing LEDs are visible as well as stickers stating an alarm system is fitted. Also, get a disclock type thing. Whilst you might think this has no effect on a stereo thief, it eill - it sends a clear message that you are prpared for a break in. So, he moves to the next car which displays no signs of security. You need visual deterrants, make the casual thief think twice about breaking in. An alarm with a perimeter sensor will sound a short alarm if it detects someone hanging around the car for a prolonged period of time. You might want to consider this....
Secondly, you need to consider a security window film which will physically stop someone from breaking your windows. Also, armoured security plates to stop someone from gaining entry into the car via the door locks. You also need to make sure if you intend to re-purchase a stereo that it has a theft removable front plate etc. and actually take it out with you. Leave nothing visible worth nicking - even loose change in the coin try. Scally's will attempt to break your window for 50p if they can.
Finally, consider moving.