Take your keys out of the ignition, lock your car whether running into a store briefly or parked overnight at your home.

Seems obvious, but here is a recent post from the Ada Police department on their Facebook page:

"The Ada Police Department is investigating the theft of two motor vehicles within the past two weeks.  Please always lock your car doors and take your keys into the house to prevent these types of issues."

As a matter of information, one of the vehicles has been recovered already.