I think HRT hit the nail on the head. if they want it bad enough, its theirs. I have a shut off on my sump, so itll only run for a little bit until it sucks the fuel out of hte lines and filters. Kill power to the ecm,ficm,idm etc. Put the back door handles on that have no key hole. Put a loud alarm on it that pages. Just try to make it hard enough to steel theyll move on to one thats easier.
We have a Rollback wrecker with a 14k lb hydraulic wench, NOTHING will stop that from getting a superduty. Like mentioned above cut the wheel one way, put it in 4low and left in gear, and set the ebrake. Itll at least make them have to lift it to be wheel dollies under it and make all kinds of racket when its going up on the bed.
I like Matts idea about the grenade. after my 06 was stolen i thought of being able to arm the airbags to a sensor where if its stolen, i could call in an airbag deployment right into someones face. Prob is im pretty sure thats pre meditated lol. I bet thatd be the last truck that theif stole tho haha.