Funny, I used to be NUTZ about my empeg, but after 2 years (holy crap, has it been that long?!) I'm a little more casual about my security.

At home I take it inside. When I'm at the gym or some other 'questionable' location I'll put it in my trunk (it's a fairly tough trunk, and I tend to avoid places that have more 'serious' break-ins. My car doesn't have a 'trunk release' in the passenger compartment.

Come to think of it, I don't know of a single E36 3 series owner having had their stereo stolen from a locked car....
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Elvis