And a $30 Center-of-Mass car safe doesn't hurt. Anything to slow them down. I've worked in criminal law now for almost 15 years, and criminals want to smash and grab. Nothing can keep a thief with all the time in the world from getting whatever he wants, but the reality is these guys are rushing to try not to get caught.
Accordingly,
never store your gun under your seat (unless it's either in one of these small gun safes or otherwise chained to the seatframe), never keep it in the glove box, never keep it above a sun visor or in your center console. If you
must leave it unlocked in the car, think "where would a criminal
not look for valuables in the limited time he has?" Perhaps in the seatback pocket, with a sunshade stuffed on top of it. Perhaps under the floor mat in the back seat. Perhaps under the spare in the trunk.
I have one of these safes in each vehicle, and I highly recommend them:
http://www.center-of-mass.com/