there are lots you can do to make your car more secure, but it will never be perfect. with enough time someone can steal your car, they could low loader it away, or push it, smash a window etc.
but here are my pro tips:
tint the windows, even if it is with clear tint, this stops the windows shattering
install sonar sensors, if the door opens or the window breaks the alarm will go off. this will unsettle the criminals at best but it all helps.
remove the door locks. there are some great keyless entry kits, the k10 locks are its biggest weak point. with no locks, no problem!
if you need to get in the car with a flat battery you can install a hidden lock for the tail gate, maybe behind the number plate, or in the wheel arch? or maybe have a reserve battery that you can switch on from outside the car. the thief may be able to switch the switch but it will still do nothing without the remote.
have a hidden switch, or even many, put them in the glove box, under the steering wheel, etc, just somewhere out of sight and unpredictable. also tell no one about them. they can switch off the fuel pump relay, the ignition coil, or even electronically isolate the battery (solid state relays switch without even making a noise and no obvious red battery isolation key)
wire up a proximity sensor which flashes the indicators when someone is near. this wont work more than once but the first time the thief comes up to your car, the indicators will flash like you just pushed the unlock on the remote, or pressed the panic button, they will quickly look around to see where you are, but afterward they will realize its just a proximity sensor
turn up the stereo, its a great trick, but if someone gets your car working and suddenly there is music at full volume it will throw the thieves off guard.
build a metal plate on the floor of the car, and drill a hole in the clutch pedal arm, then you can padlock the clutch down, or have a steel bar to keep the clutch up. unexpected things like this will cause big problems for the average chav.
try not to leave anything in your car, even in the glove box. if they do break in then make it at least a waste of their time.
put something in the exhaust. providing you dont have any leaks in your system, this should stop the engine from running. some kind of black rubber cork with a bit of wire on it so you can pull it out again would work really well. they will spend hours checking the wiring, spark, fuel etc, and never think that the problem is at the back of the car. you could also get a valve welded into your exhaust system which you could operate remotely (i have something similar) when you lock the doors it blocks the exhaust.
put razors on the inside of the door edge behind the rubber seal. normally to get into a k10 you can peel back the corner of the door, you can even do it by hand. if they do they will get cut, leaving blood which can be used to catch them later.
park the car under a light at night, or in a crowed area, you could install a spotlight at home on the drive way etc,
install a camera to record your car being stolen, it helps for the police.