Is anything like a "Denver Boot" available? That's a big hunk of metal hanging on the tire/wheel that police use to immobilizer your car...should be a good deterrent. I also agree with Gussie, at least put a "Club" on the steering wheel....two good visual deterrents and it would certainly slow them down!
Here's a few wheel locks some of my friends use on their travel trailer:
http://www.trimaxlocks.com/_e/dept/16/WHEEL_LOCKS.htm