It's very difficult to steal a new car nowadays without the key, the car thieves solution?, break into the house and take the key.
Use force against someone breaking into your house over here and very likely YOU wil go to jail!.
Older cars are very easy to steal and a determined thief will get your car, you need to make it too much trouble for them. This could be anything from putting it in a vault with an armed guard to locking the doors.
It's your car - how much do you value it? If you have a mint high dollar classic it makes sense to spend time and money keeping it safe, on the other hand a non classic in rough shape probably only needs something to deter joyriders.
Anything is better than nothing, use some common sense, for example a lot of cars are stolen over here because the owner started the car up on their driveway and left it running to warm up while they go back indoors. A lot of insurance companies won't pay out if the owner did that.