Most of us have a security alarm at our finger tips and don't realize it.  It's your car alarm.  Of course, you have to own a later model car for this to work for you.

Keep your keys at your bedside and in your hand while walking towards or away from your car in the parking lot.  If you hear a noise while in bed and suspect someone is trying to enter your home, hit the Panic Button on your key control.  If someone approaches you in the parking lot, do the same thing.  The sound of your horn hopefully will scare off the perpetrator.

Be sure to try your Panic Button from your bedside with the car parked in it's usual place.