I have a few measures for my blazer since I drive it daily.
One is I never take the top off so I can at least lock the darn thing
I have a couple of kill switches hidden,,,that use a key to unlock. One for the fuel pump and the other is power to the computer (LS swap

)
I can activate either and take the keys, so even if they find the kill switches, they won't be able to activate them.
A noisy alarm may attract unwanted attention although they sometimes aren't much of a deterant.
I also pack a pistol with me at all times, and I've also done what was previously mentioned, leaving the empty holster on the front seat if I feel I'm in a not so great area.
None of this matters however if you have someone come along with a hook and they simply drag it away. Try to park defensively.
Lastly,,,,I never really leave it parked anywhere I can't watch it from a distance. I know where I'm going, where I plan to be, so I generally find a place to park away from people that gives me a decent line of sight.
I believe that anything you do (although never full proof) that may slow a potential thief down will make him think twice and probably move on to a much easier target