I take precautions, but I am less concerned with car theft than with carjacking. The latter appear to be on the rise, and folks in our age category are more likely to be victims, particularly women.
I try to be aware of my surroundings getting in and out of my car, as that seems to be the most likely time carjacking attempts occur. I tell my wife, who has the friendly but potentially unfortunate habit of engaging in conversations with strangers, to be alert and avoid doing this around her car, and to be aware of anyone who seems to be loitering near the car.