A SLIM JIM? What the hell?
Some cars are easy to get into with a screwdriver in the lock hole. Also, there could be master keys floating around that open the doors to any car of a certain brand.
CrAz3D: Your idea is stupid, but it's not like it hasn't been done before to catch thieves. Try not to do something illegal :p
Your best option is to just not leave your windows open at all. Think about that one yet?