I just use a steering wheel lock, one of those bright yellow chunks of steel that bolts onto the steering wheel: https://www.milenco.com/products/automotive-security/automot...
This is visible to the theif and just raised the theft effort from "jump these cables just behind the headlight" to "jump these cables behind the headlight and then use a loud angle grinder in a very enclosed space". I'm in a residential area, this is a strong deterrent and avoids the initial damage being done to the car.
PS: Some sports cars kill their CAN when the car is turned off... but we do insist on keyless entry and this is what we get for it.