Hey, I think a lot of people are concerned with this, and though window screens, door hasps, etc. are all very strong medicine, there is something to be said for have a vehicle that doesn't draw attention in the first place. I.E. NOT having a lot of bolt on stuff on the outside.
That being said, you might still get broken into. In that case, simply having your vehicle there when you get off the trail is the absolute minimum requirement, and should be assured above all else. Sure it would suck to have no radio for a while, but not having a car to take you from the mountain trialhead, back to your house, would obviously be very bad.
EDIT: having had my jeep stolen last year, I think my perspective is that I'm not too worried about break-ins. It's more about the "car-being-goneness" I'm worried about. We use one of those brake pedal clamps that goes onto the brake pedel arm, and doesn't allow the transmission interlock to be disengaged in auto's and also doesn't allow most ignitions to be started. At the least it would not allow the brake pedal to be used, in an older, non-interlock auto.
Very effective in my XJ and our Van. I had my wife apply it and tried to get around it, unsuccessfully. Thats enough for me.