Better to leave the doors unlocked and don't keep anything valuable inside when parked the worst they can do is steal the car but if you get it back in one piece you don't have to worry about replacing a busted window--probably at most the ignition lock. I have never had a car stolen but I am pretty sure I have had a few unwanted "guests" in them without my immediate knowledge because relatively unimportant things would be out of place--like the contents of my glove box laying about. I always keep my important papers like the title and regs on me in a bag or briefcase rather than the glove box so that they don't even have access to the personal info.