If they want to take it... they'll take it!!
Best you can do is make it difficult for them or slow them down enough that they bail or go to the next car. But then if they want YOUR car, they'll take YOUR car.
Removing the ignition lead may piss them off enough to move on. Particularly if they are trying to hotwire it to drive it away. Especially so, if you leave a battery isolation switch in plain view, turned to the "off" position. They'll spend a good few minutes thinking it's the iso-switch.
But this wont stop them from towing it away!
