If you want a steering lock for your car that is effective as a deterrent as well as making the car very difficult to steal, we would suggest the Disklok. It's not cheap, but is very effective.

Other things you can consider to add extra protection are a Faraday pouch for your keys - or even just putting your keys in a metal tin when you are at home - or adding a security post if your car is parked on a driveway at home. Add these elements together and it will make your car much less appealing as a target to potential thieves.