Put it in gear, put a boot wheel lock on one of the front wheels, use a club on the steering wheel, and while at home use a chain made of kryptonite U-locks anchored to the ground and to part of the suspension etc.
All you are trying to do is make it as difficult as possible. If they want it while you have it parked somewhere, they will use a winch and pull it into the back of a truck in less than 2 minutes. Then they park the truck for 48hrs and watch it to see if the car has a locator in it. If not, it's on its way to another country and another owner.
And then....we cry.