That really sucks man!
From several police officers I've known over the years, they all say to keep your personal belongings locked up in the trunk, glove box, or take them inside with you. Even in your own drive way. Anything in the open that could possibly draw interest will likely be taken. With the trunk, I keep it locked tight in my Honda Accord. After it was broken into, the moron stole the face plate to my stereo, the remote, and my ipod cable. However, they left the $200 Oakley sunglasses sitting in the center. It happens, though, and since then, I take it all inside and keep everything else locked up.