Damn, you city folk got it bad. I've seen a lot of threads from people who have had their cars broken into.
It is quite uncommon around here in da UP of Michigan. I can't recall anyone I know who has had it happened to them in many years, though there probably has been a couple I've forgot about, but I don't remember anything major to someone I know.
I can't even lock my doors. My stupid car with its stupid alarm... it started malfunctioning one day. After the doors are locked and shut, it is armed obviously, but now when I put the key in and unlock the door, the alarm goes off. Using the key to unlock the door should turn the alarm off if it was on, but it doesn't do anything, and the car won't start.
This started happening about a year ago, so I haven't really locked my car since (except out of habit for the first couple of months, so I got to be quick with pulling the battery cable off the terminal). I've since taken all of my CDs out except the one in the player, but it still is uncomfortable to know that someone can just open the door. There's really only my faceplate, remote, and some change.
But at least if anyone was going to "break" in, hopefully they would just open the door and take whatever is in there (nothing really of value), meaning I wouldn't lose much and wouldn't have to deal with a damaged car or window.