Maybe the Italian solution of years gone by. A length of heavyweight chain (as used on motorbike locks) shackled to the floor and wrapped round the wheel with a big high security padlock. That should secure the car and the steering wheel!
Not quite as secure, but I use a serious padlock (tougher than bolt cutters) and a thick security cable (meant for bikes) on my two speeder. Part of the reason for doing this is I can run the cable through a sleeve of my leather coat and thus not need to take it with me.
