I leave all my radio gear in the vehicles, but then i live in a small town thats really quiet, mostly retirees i swear! But i don't have the small town false sense of security. Both vehicles do have intrusion alarms, and are parked up next to my house where i would hear them, but then the dogs usually bark before i even know someone is in the driveway or on the yard.
Bottom line though, get some insurance and feel safer about it. I have my mobile gear insured through HRIA and it even covers the antenna's. Anything gets stolen despite my best efforts and i file a police report and a claim.
And if someone smashes a window i have full glass coverage with State Farm. Actually got to test that last year when a dummy of a neighbor was mowing lawn and took out the rear window on the wife's car, man was she PO'ed.. I went to State Farm's website, since it was like 8pm at night before i noticed it, filed a claim and chose a local glass repair place and i was done. The auto glass place called me the next day and scheduled a time to come replace it. Watched them do it all in my driveway with a smile after telling them what happened. No questions, no muss, no fuss. Heck they even vacuumed out the back half of the car to make sure they had everything cleaned up.
Anyway, i know that was more then you were asking, but just a story to relate.