Making a car difficult to steal

One problem with my idea is the steering wheel lock. Either you need to be able to turn the key to unlock the steering wheel, or remove the lock. My thought had been to set it up as a trap, but turning the ignition key to unlock the steering wheel would trip it, which isn't what I was thinking. And I don't like the thought of disabling the steering wheel lock as it makes it harder to tow. Nothing is perfect, but no reason to make it any easier, either.

Also, the Painless kit is $800! Ouch.