If someone can 'do' your ignition with a slide hammer your car is gone. If they know what they are doing (and most do) they will come with a piece of wires with a large crocodile clip on one and and a small one on the other, large clip on the battery positive and the small clip on the diesel pump cut off, your car is gone!
Petrol cars are harder to steal unless the thief has plenty of time, ECU wiring, petrol pump wiring and so forth.
So here is the way to go assuming the thief does not have a breakdown truck with a pair of 'specs'!
I am assuming a level of competence with vehicle electrics, and the cost will be around perhaps £5.00?
Remove the middle row of seats.
Lift the carpet and access the fuel tank pickup and piping.
Insert into the supply line a 12v fuel cut off solenoid.
Spend time hiding the positive wire under carpets, under the centre console, wrapped with other wires, whatever makes it 'disappear' it has to reach somewhere in the drivers area.
Get a small relay (with EMF suppression diode or fit one) that can operate the fuel cut off solenoid and can carry the load.
Wire the relay so it becomes a 'latch'.
Now to activate the relay you want a small magnetic reed switch with NO contacts.
Glue the reed switch somewhere behind the dash, under the plastic of the centre console, behind the drivers door card....in other words anywhere it cannot be seen but will be activated by a magnet.
The feed for the 'latch' comes from the ignition.
Obviously fuse all positive leads.
Operation is as follows:
Switch on the ignition, run the magnet over the area where the reed switch is and the reed activates the relay, because the ignition is on the relay stays engaged and the fuel solenoid is open, start the car and drive off. The moment you switch off the ignition the relay opens and the fuel is shut off. Assuming you do not leave your engine running when you leave the car you CANNOT forget to activate the fuel cut off. You can leave the magnet in the ashtray, coin slot or any where you like, when the relay is at rest you can have the contacts of the relay flash an LED indicating it is not an OE alarm which most thieves know how to get around anyway.
Apart from hiding any form of cut off switch within the drivers area, the 'run your hand' around under the dashboard etc, petrol cars with the cut out tend to fire and run just a second or so before cutting out, diesels will run for as long as they can get some diesel normally around a minute or so. If you really want to piss the thief off put the relay on a timer, the car runs for 'X' time, that is he (or she) will drive the car for 'X' time and then it cuts out, the car will be abandoned somewhere inconvenient, they will not open the bonnet at the traffic lights and try to work out why the car they just stole has broken down. I used to make these up for my friends cars years ago, and additions are possible for example when the timer cuts out and the alarm goes off.
Just so you can get to the depth of my thinking, when I was around 13 which by then I had owned a number of cars and used to take my friends to school.....yeh East End boy, I converted an 8 track (remember them) to become an ignition cut out. There was a small metal panel in the dashboard with sixteen small red lights, with the ignition on you had to squeeze an area of the drivers sun visor where there was a pressure switch, this would force the 8 track relay go through the sequence and make the red lights change position, only when there were four in a line would the car start.
Was this sad? Of course it was looking at it nowadays but, I have never had a car stolen and I have had a few!

Regards
Dave