Use a steering wheel lock! Now, sure, it may be inconvenient for the driver at times, but this is the only way to prevent someone from breaking in AND THEN driving away. Why? Well, a steering wheel lock prevents the individual from actually driving the vehicle!
Yes, it is possible for a thief to break the steering wheel lock… but this takes time, which is not on their side. The longer it takes for them to actually move the vehicle, the likelihood of them getting caught increases too! Therefore, when a thief comes across a vehicle with a steering wheel lock, they will likely just move on to a different vehicle!