The Club is a tried and true...
The Club is a tried and true method of deterrent. If a thief is really motivated, he can bypass it, but a hacksaw and/or a way to fold down your windshield will be needed. It is big and heavy, so it could potentially become a projectile while you are driving. On the up side, it is a really simple device and handles dust and dirt fairly well.
We've all heard the stories that a friend of a friend's father knew someone whowired his car up to shock anyone who touched the door handle or sheetmetal. While it is possible, it is illegal in every state we've checked so far and not very nice if you forget to shut it off before touching the Jeep yourself.
There are way more convenient, easy to use, and cheaper methods of keeping your Jeep safe from thieves. All the theft deterrents we have here can be installed at home, which is really the best way to do it. All the electronic devices work well, but how well they protect your Jeep will depend on how well they are installed. Most installation shops don't put enough time into an install to hide the unit away and make good connections. Usually you will end up with a unit zip-tied under the dash with scotch-lock connectors somewhere readily accessible making all the electrical connections.
Whatever system you pick, mount it up and out of the way where a thief can't easily get to it, make your connections with solder or waterproof connectors, and wrap the wires up to make them look like they were there from the factory. That will make it harder for a potential thief to rewire or disable your security system.
Whether you've got a mechanical tendency, electrical wizardry, or a combination of the two, here are some different ways to keep your Jeep yours.
If you have a switch and a...
If you have a switch and a relay, you can make a passive kill switch. What you hook it up to is up to you. Basically the relay just interrupts an existing wire in the Jeep. You can choose what wire. Most manufacturers use the starter wire for a passive kill (one that doesn't interfere with the functioning of the vehicle while driving), but you could interrupt the fuel pump wire or ignition wire if you wanted...
...You could even use one...
...You could even use one switch run to three relays to kill all three, but check local laws to see if killing the fuel pump or ignition is legal. Use a small switch hidden somewhere out of sight or use a factory switch that you add in a factory-looking spot. There are tons of ways to pull this one off, and it'll cost you under $10 and a little time. Use your imagination.
The Starter Sentry from Master...
The Starter Sentry from Master Lock might be the easiest-to-install electronic starter kill anywhere. It plugs into your underhood fuse block in place of your stock starter relay. That's the whole install. Then the wireless key fobs control it, much like any other remote-activated starter kill you've seen before. On the downside, it is really easy to bypass, but on the upside many thieves would assume you have something under the dash, and looking under the hood might not occur to them.
The tried and true Jeep hood...
The tried and true Jeep hood lock has been around forever. These things worked very well with the older CJs, where you can just run a hot wire to the coil and stomp on the floor-mounted starter. On newer Jeeps, where you need to supply power to the computer, this method is less useful. It will still keep honest people out from under your hood, but it is easily bypassed with a large screwdriver by just bending the locking tab out of the way. Used in conjunction with the starter kill above, it would take a well-prepared and knowledgeable goon to jack your Jeep.
A higher-end system such as...
A higher-end system such as this Viper 791XV is harder to install, but also features a remote start function, door lock controls, dome light controls and more. Many newer alarms have a pager so that even if you are in an office building or otherwise out of earshot, you can tell if someone is messing with your Jeep. There are tons of add-ons for these systems too, such as the Invisibeam Field Disturbance Sensor (PN 508D), which if placed in the center of the Jeep can trigger the alarm if someone reaches inside a set perimeter.
This kit from Hornet (PN 566T)...
This kit from Hornet (PN 566T) combines a hood lock and a starter kill, which is particularly effective in our Jeeps with external hood latches. The cable is armored (it takes a reciprocating saw to cut through) and uses a rotary-style key. We aren't even sure this particular kit is still available from Hornet, but it is available through online vendors and eBay. If you want a relatively low-cost solution to both locking the hood and killing the starter, this one does a good job.
If you are rewiring your Jeep...
If you are rewiring your Jeep anyway, the ISIS multiplexing system by Littlefuse can be easily setup for all kinds of neat security features. Starter kill is an easy one to do, but other neat things include possibly adding a fingerprint sensor, a proximity sensor with a push button start (think high-end luxury cars), or even fuel and ignition kills by just reprogramming the mastercell.