Remove your face/back panel all the time.
Duct tape some razor blades to the back of your head unit. If a thief gets in and reaches his hand under the dash for your HU, he gets ****** up. Do the same to all your equipment in places that you can't see, but would reach your hand if you were stealing. Don't forget they're there next time you need to service your system yourself

Be creative, there's other options than just razor blades. IF you get to your vehicle one morning and find blood everywhere, find a new place to park, buddy's not gonna like you to much and will now have a vendetta for your ***.
Alarm. With starter disable. Don't cheap out, get a good one.
Steering wheel club. Ya, they can just cut the steering wheel, but it's another deterrant. LOCK it, don't just set it on like some dorks I've seen.
Never drive into your area of town with system booming. Mine gets shut down about 1.5km away from my area.
Never drive to a destination where you're going to be parked for a while, with the system booming. Like, if you're heading up Macleod Trail to the Saddledome for a concert, shut that system down when you get to cemetary hill, if not sooner. If you're heading to the bars for the night, shut'er down as soon as you're near the area.
(If you live in a lousy area) Keep your vehicle "Plain Jane". No neon, no clear lenses, no coloured bulbs, no "VTEC" stickers, no ground effects, no fancy wheels, no chrome wheel trim, etc. etc.
Park in a garage. ALARM THE GARAGE TOO. If it's in a garage, all they have to do is get in there, and then they can take there time, no risk of being seen by passerbys. If the garage is alarmed, they may not bother.
Mount speakers in a plain fashion. Mount sub box so it can't be seen, my sub is just a box, you can't see the cone or the back or anything. No plexiglass either. Make the sub box extra heavy, mine, being 2 inches thick MDF everywhere, is 111 pounds. You won't be running off with it. I also hang a canvas tarp midship in the van so that you can't see the box through the windows, that hangs about 4 or 5 inches off the floor so sound can move... All you can see is the port at the bottom.
Mount all amplifiers under seats (van, not car). My rear seat is bolted to the floor, none of those quick release hooks. You want my amps? You're gonna need air tools & a hoist.
Fill mounting screw heads with glue or buzZz them out with a drill. Same with bolt heads, use a grinder to shave the hex into a nice round head. Need to get them off yourself one day? For the screws, you can pick the glue out with a pick or cut the heads off with an air chisel. For the bolts, Vise Grips, or air chisel again, or you can punch a line into it to get it going with a large screwdriver.
Remove all cd's from your vehicle every night. I keep mine in a binder that I carry in & out of the house. My removable panel on my HU fits in the case too.
Stealth is everything when it comes to security.