Not long ago there was a line of stories circulating among email lists that told of thieves simply opening the locked vehicle doors with their high tech devices. This line of story had the thieves parked nearby and intercepting the signal while the owner used her own key to lock the doors remotely. The lesson to be learned was that the owner should not use the remote but to lock the doors with the switch located on the door, thereby not transmitting a wireless signal.
That may be good advice. But the best part of it is to lock the door regardless of the method. Most vehicle burglaries occur when the owner walks away without locking the doors. Yeah, I know, out here in West Texas we all trust each other and don't expect that anyone would steal from us. But it happens.
Check out this graph from Crimemapping.com. It covers all reported crimes for the week ending 9/1/2016 in Midland, Texas. As you can see, 13, or about a quarter of the crimes, were vehicle break-in / thefts.
The slim jim is still around and works with older vehicles. Furthermore, a muscular burglar can use a pry bar to pry the door away from the jam. The burglar in a hurry will smash a window, grab whatever is available, and skedaddle. But the most common method is the one favored by the lazy burglar who simply checks door handles for unlocked doors and moves along until he finds one.
So the best thing to do is to keep the doors locked whenever you aren't in the vehicle. This applies even more so if there is a gun kept in the vehicle. Lock it or lose it.