We'll, if you live in a home, you can install a camera in front of your house with night vision. If you work and have cameras, park near them.
Best investiment is an alarm system. Even a $200 alarm will do the trick. Most thieves are punk ass 15 year old pussies and the majority of them are scared of alarms. My car was broken in to when I first got it, put an alarm in it and it was never touched again.
If the car has money invested in it, you can go to the extreme and get a pager alarm, fuel and ignition kill switches, club for wheel and clutch/brake. If you want to go to the extreme, boomerang tracking system.
If you want to catch a thief after it gets broken in to gl. Cops in my area don't give a shit if your car gets broken into, so I didn't even bother with them when my car was broken in to. If you call them over they will just jot down in their books and hopefully report it. They will never take prints or anything like that.