Doesn't matter what you do they will usually always find a way. Easiest option is to smash the windows of course so not much you can do to stop that bar some very expensive window protective film & even then as you say they will always get in if they want to.
My mate had his Subaru broken in to when it was parked on his parents drive one late afternoon some years ago, ...they had CCTV footage of this guy riding up on a bike & breaking his window before stealing his stereo.
Pictures of the guys face were even put in the local newspaper in an effort to catch the guy but the Police still couldn't find him. Heck when someone broke in to my old mans TVR that he had back in '02 they had blood evidence & they still couldn't catch the perp.
Bl**dy low life scum bags.