I'm always right and don't forget it :P
(I hope you can tell from that I'm just kidding)
I've had my truck stolen, found and put it back together, then it was broken into a few years later and had another vehicle broken into so its raised my awareness as to what kind of things disappear.
I'll bet your right about the club but I have heard of smash and grab from the glovebox even with it. If you really want to deter theft go to ratshack and pick up a little flashing LED and mount it somewhere on the dash and wire it to constant power.