The way I bought my car the radio was already pretty easy to steal. It'd be fun to rig up an electric shock to scare people away from the car. Or there are alarms that speak to people who get too close to the car. Or you can go the way of weight reduction, no stereo. Maybe you could also rig up a computer style lock (Kensington makes this I believe) attached to the frame/firewall.
2002 CD Silver ZX3 5-speed
Hatch Nation #wannabe