I remember Dad telling me about a device that they used when he was in his 20s. Take a slo-blo fuse and wire it inline with your ignition wire. Basically, make a plunger that has connections thru the fuse when pushed in and thru a solid conductor when pulled out. When you park your car, push the plunger in. The thief will be able to start your car and get a 100 ft or do down the road, but when the fuse burns through, the car dies. The reasoning behind it was that if a thief stalls on the side of the road, he'll get panicked and abandon the car instead of stealing everything out of it. Also, being on the road, makes it easier to be spotted by law enforcement...
Just for giggles, I think it'd be fun to wire it so when the fuse burns, it kicks a relay to hold the power door lock solenoids in the lock position and/ or activate a stun gun wired in under the seat cover.. lol
Just a thought...