Keep Someone from Breaking Into Your Car

Take some sensible precautions to help keep intruders away and out of your car.

Steps

Lock your doors without fail. Don't even leave them open for a quick dash from your car to pay for gas or use a bathroom.
Have your alarm on (if you have an option). Always alarm it before leaving.
If you have been shopping, hide bags etc. under the seats or under a coat, etc.
Always take purses, cell phones, wallets, etc. with you; never leave them in a car.
Avoid discussing the contents in your car in public. Someone will be listening.
Keep under the lights. At night park near a light, not in the dark.

Don't leave anything in your car that someone would want to take. This even includes clothing, especially in bulk lots. People will see possible financial gain in anything that looks good, in bulk or covers something that might be valuable.
Possibly a messy car is less inviting; possibly not.