In 2005, the ten metropolitan areas with the worst auto theft records were west of the Rockies, with California laying claim to six of the top ten. Here's the full list:
1. Modesto, CA
2. Las Vegas/Paradise, NV
3. Stockton, CA
4. Phoenix/Mesa/Scottsdale, AZ
5. Visalia/Porterville, CA
6. Seattle/Tacoma/Bellevue, WA
7. Sacramento/Arden-Arcade/Roseville, CA
8. San Diego/Carlsbad/San Marcos, CA
9. Fresno, CA
10. Yakima, WA
As you might expect, the NICB has recommendations to help you hang on to your ride, including the use of warning and immobilizing devices. You can read about their "layered approach" to protection here.
If your city didn't make the top ten, you can find out where it ranks and how many vehicles were boosted last year by checking the NICB web site, here.