Pretty sure my Taco got cased today. Now that I think about it, we don't have a vehicle theft prevention thread on here, and we probably should. Below I've listed some of the common and some of the not-so-common things you can do to prevent vehicle theft. Most of these are extremely inexpensive or free.
Others feel free to reply with your own additions and tricks. I've organized this by price, and it's relatively Tacoma specific. Some of this works for all vehicles in one way or another though.
Lock Your Goddam Doors. The most common reason vehicles get stolen is because thieves have easy access. Don't give it to them.
Windows Up. Same as above
Don't Leave Valuables in View. Just like businessmen, thieves are looking for margin. If they can steal a truck and an audio system and a laptop, they're more likely to hit you than the next vehicle.
Don't Leave Your Keys in the Vehicle. Just like unlocked doors, a great number of vehicle thefts occur because the thieves had easy access to the vehicle keys. This is also a good reason not to stick your dick in crazy.
Garage It, or Park in the Best Lit/Most Crowded area you can. Hard to access, lots of eyes watching.
Back Into Parking Spaces and Use the Parking Brake. You should be doing this anyway, because studies show that pulling forward out of parking spaces results in many fewer accidents. In addition, this makes it very difficult for professional thieves (or Repo Men, if you're a deadbeat and aren't making your payments) to tow your truck with a dolly.
Park With The Front Wheels Turned To Lock. In the event that thieves/tow men can access the rear of your vehicle, this makes your vehicle a bitch to tow without it slamming into the car(s) next to you. It also makes a tow dolly a fuck ton harder to get in place from the front.
Tinted Windows. It is now harder for thieves to view the inside of your vehicle for those valuables your dumb ass left on the shotgun seat, or to see how to access your door locks. Also, glass with tint doesn't shatter, making vehicle access more difficult.
Sunshade. Same principle as window tint for the windshield. Most modern OEM windshields already have factory coating or filming to minimize shattering. Also, protects your interior from UV fading.
Locking Gas Cap. Prevents gas theft, obviously, but also limits anyone who manages to steal your vehicle to whatever is in the tank already - they can't fill up. Decreases the search radius considerably.
The Club or stuff like it - mechanical steering wheel locks. Cheap and just one more thing to spend a thief's time...which they don't like to do.
Kill Switches. You can install these with hand tools and about $10 in parts. Another time-waster for intenders. Best installed somewhere obscure and unusual so they are not easily located.
VIN Etching. This works as a deterrent by etching your VIN into various parts of the vehicle, and the glass, thereby allowing used parts or vehicle purchasers to quickly check ownership. Thieves don't like it because it means they have to damage the vehicle and make up an excuse, or will have a much harder time selling, or will have to replace the etched parts (expensive). Relatively low cost.
Alarm Systems. These can be standalone or combined with engine immobilizers (see below) depending on how much you want to spend. Obviously, they draw attention to your vehicle and something unusual that may be going on in it...
Lojack and the like. Not so much theft prevention as recovery-helper. They have a very good recovery rate, the only downside being coverage areas are limited. Check their website for more info.
Engine Immobilizers. If you're a 2nd gen owner, rejoice - you already have one, and they are probably the most effective device out there for preventing drive-away theft. There are ways to beat them, but they typically require expertise and equipment run of the mill thieves don't have. Only the pros have any success against these things.
For earlier models: These can be purchased aftermarket, though they tend to be less effective/theft resistant than OEM models.
Buy a Crane and Suspend Your Truck When Unattended. I hope you make bank. Also, finding a place to park your crane will be inconvenient. On the plus side, you've pretty much eliminated all thieves that aren't also crane operators. Note: You will have to learn to operate a crane. Read the manual.
Remove Vital Chunks. If forced to leave your vehicle unattended for several days or more in an area exposed to thieves, consider removing vital innards (front seats, steering wheel) or outards (electrical relays, starter motor) that make the vehicle much more difficult to operate. Ever tried driving a truck with no seat and no steering wheel? When retrieving your vehicle, re-assemble.
SOME PSYCHOTIC BUT HILARIOUS AND PROBABLY MADE UP SHIT I READ ON ANOTHER FORUM:
Weld a Boss and Spark Plug into the Gas Tank. A South African member of another forum apparently did this below the quarter tank fuel level and spliced the spark plug into the coil system with a spare coilpack he had laying around. The vehicle was stolen and later exploded as the thieves ran the gas below a quarter tank, killing the four occupants of the stolen vehicle. True or not, I must say, I like his style.