It's inconvenient sometimes, but I forced myself to get into the habit of never leaving the driver's seat without the ignition key in my hand. Even when it's a quick switch of drivers on a long drive, I'll turn off the car and hand the keys to the other person as we're walking past each other to trade places. At gas stations, the key goes into my pocket as I'm outside refueling.

It's mostly a habit to prevent locking myself out. But it should also eliminate those opportunistic carjackings where someone jumps into a car left running or with the key in the ignition and no one is in the driver's seat. I do something similar when I leave the house.

When leaving home, I always unlock the doorset from the inside and then lock it with the key from the outside instead of just turning the knob to get out and then pulling the door shut. I should never lock myself outside just as I realize my keys aren't in my pocket (been there, done that). Also, since I have to physically lock it on my way out every time, I never have that anxious feeling creep into my brain as I'm a few miles away of wondering, "Was the front door actually locked?"