LoJack, anyone?

I guess pretty expensive is relative. It all depends on what you value your car at.

I just looked and their site said 695.00 one time fee with no monthly subscription. That isn't all that bad, if your car is valued at a fair amount.

Also, I would check with your insurance company, they may offer a discount, which over time could pay for the device.

And I agree with the above, they do work well.