Alarms and sensors are pretty useless. They are going to go off so often that after awhile, you won't even notice it. Your neighbors will, though.

Here is what I've learned over the decade of ownership:

Never leave anything valuable in the car. This includes items that might contain your address or contact information (like registration, insurance, etc.).

Have a good Comprehensive policy on your insurance. Make sure this covers theft and damage from theft.

Never lock your doors if you are using a softtop. What costs more? The Bananarama CD in the glovebox or your softtop? Letting someone rifle through your car at will is less expensive than replacing a softtop.

Using a hardtop? Use security hardware on the top. Garage Star, TopLoc, whatever. Search and see how many hardtops are stolen in the west coast areas. It's quick and easy to steal, easy to sell. If you want extra protection, have your VIN engraved on the rear glass and on the inside, or hidden under a seal.

Want to disable the car? Make a kill switch. A simple kill switch that shuts off ignition or fuel is relatively easy to make and easy to hide. Hell, you can even go so far as to pull the EFI relay from under the hood. A quick release wheel taken with you also acts as a preventative.

Lock the wheels. Wheel locks only go so far. Engraving is huge. Engraving behind the spokes helps, engraving on the barrel, under the tire is another option.

Locking gas cap, enough said.

Parking somewhere safe. Rent a garage, park under lights, park near a high traffic/high visibility area.

Report incidents to the police. Make sure they know, make sure other Miata owners in your area know.

Document your car. Take pictures of the car often, inside and out. MAKE_SURE your insurer is aware of those special parts. Yeah, you premiums are higher, but you will be compensated for them properly if they are stolen.

If you cheap out on the items about and it still happens, blame yourself.

Good luck!