I don't have any external electonic devices in my car, and would recommend that anyone keeping a handheld in the car should always carry it on their person when leaving the vehicle, even if it's just a short stop for shopping. Those new car alarms don't always work as deterrents against theft of a vehicle's contents, because all too often the owner is not within earshot of the alarm. I've heard them go off around here and continue sounding the horn for as long as half an hour, with no one responding to them. In the underground parking where I live, someone once smashed the windows of two cars, and guess what they stole: two remotes for the garage door opener! I always use the parking lot outside, where car thieves would be easily seen from inside the building. Nevertheless, I once had my licence plate stolen, and oddly enough, the thief had enough time to mount his own plate (possibly another stolen one) on my car.
Distracted driving infractions are another consideration. Around here, if a cop pulls you over and sees a handheld scanner in your car, you'd have to prove you weren't using it while driving, even if it's currently in a cradle or a cup holder. It would be a lot worse in the case of an accident, when you'd likely get charged with driving while distracted. If you want to use the device inside the car, the only safe way is to pull over somewhere and shut the engine off.