We have a lot of car break ins where I work.
All of them, other than the few cars that have been stolen outright, were quick smash and grabs.
People got whatever looked valuable that was sitting in plain sight stolen while more expensive items under the seat or in consoles were left behind. Its usually cell phones, purses, change, and GPSs that are stolen.
I've personally had my car broken into twice- about 20 years ago. Once, a radar detector was stolen, while a much more valuable stereo system was left untouched, another time, a tool box was stolen from my back seat.
The big issue is not looking good to thieves. Where you park, no gun stickers, no electronics in plain view, etc
^that right there should eliminate 99% of the trouble^
I use a cheap lock box with a cable that sits under the seat and feel its more than adequate enough.