On my vehicles that don't have air bags, I use the Grant Security System. This consists of a removable steering wheel and a cap that locks onto the column when the wheel is removed. I just remove the wheel and put it in the trunk when I park the car. These things are low tech, inexpensive, easy to use and effective. They don't make the car impossible to steal, but most thieves will give up when they realize that there's no steering wheel.
My 2004 TJ. with an air bag, has Lojack.
