depends on the car, some car has very good alarm...some don't.
if you think you live in a bad neighborhood, BUY insurance and make sure it will cover theft/damage.
IMO: most of the anti-theft lock wont work. get a alarm system (about $250 can get a decent system)
You should HIDE any expensive item in your car, like GPS, bags, laptop.
so people cant see it easily....(hide it in the trunk or something)