Never leave your registration in the car.  You must always carry it with you.  With your registration (or worse, your certificate of ownership), a thief could claim the car to be his or hers.  (It wouldn't old up in a court of law, but it could stall police.)

Never leave important papers or credit cards in the car.

Many thieves are skilled at "stripping" a car.  They can remove wheels, tires, tape decks, etc. in a matter of minutes.  You can use an electric engraver to mark these accessories (also hub caps, bucket seats, car phones, etc.) with your driver's license number.  As police departments break up these crime rings, they try to locate the legal owners of the many auto parts they confiscate.