This happened to me this summer. They not only broke in the window but also hot-wired the car and drove it one or two blocks down the street before dumping it.

Putting a steering wheel lock on your car can be a visible deterrent for future break-ins. Try to angle the steering wheel lock so that it's visible through the windshield to people walking by. Actually probably even have the steering wheel lock touching or almost touching the windshield, so that someone who tries to drive the car without authorization won't be able to steer.

Good luck.