The whole stolen-and-driven thing happens around here a lot too. Aftermarket radios are another great way to lose the whole car, sometimes it's faster to start the car and drive away than to jack the head unit, amps, subs, etc.
Although it flies in the face of consumerism and your car being a reflection of who you are - do as little as possible to make your car an attractive theft target. Custom wheels, LED lighting, lift kits, lowering, etc are all like candy to a thief, and it tells them visually the difference between a car ripe with goodies to pick off and sell, versus a bone stock one with nothing to gain but a ride.
I had a nice lifted truck with the polished wheels, super swampers, custom leather interior, etc. (before I traded in on the F250) But I kept it parked in the country and drove the pos Saturn to the city to work.