I feel your pain, Memnoch. I've been fortunate enough to never have my car broken into, but I
did surprise a couple of kids I'm certain were
trying to steal a ride once.
Car alarms may not stop the thieves, but they certainly do scare them away. I highly recommend them, especially the "transparent" kind that are activated and deactivated by using the keyfob that activates the central locking system.
Good luck tracking down and beating the sn- I mean "educating" the culprits.