If you're worried about someone thieving your car stereo, there is an Instructable posted to keep it hidden from thieves and ninjas alike. The modder shows exactly how to make it appear that you just have a very outdated tape deck.
Which would be nice, because a tape deck is about the furthest thing from what a thief would be interested in stealing. Granted this won't help you out much if you have an expensive GPS unit sitting on the dash or a shiny iPod not so well concealed.
However, if you're careful and don't leave your gadgets out, you won't look quite like the gadget loving person you are. As with all Instructables there are plenty of pictures and details to make the mod easier on you.