I carried a weapon in the car for years -- prior to obtaining my FL CWL in '94. I never had it stolen -- as a matter of fact, I've been fortunate to never experience a break-in in an automobile. As others stated, it did become a pain when going to places where the firearm needed to be removed (car washes, service centers, etc.). Especially, military bases. I've checked them at the front gate -- but it is time intensive.
Since obtaining my first "always" gun, I guess I stopped carrying the car gun routinely. If traveling, I may still add something a little larger in the car.
I might add, my airplane has a pistol on board 24/7 (.22 WMR semi-auto with 4 30-round mags and an additional 200 rounds of ammo) -- more of a survival tool than personal protection -- but it has it's own special place in the baggage compartment.