Sportscars aren't stolen often. Know why? It's because expensive sportscars have expensive security systems and stealing them is a huge risk that doesn't justify the reward. Fewer cars on the road = smaller market for thieves to unload.
Top 10 stolen cars in
2012:
The 10 Most Stolen Vehicles - Forbes
1.1994 Honda Accord midsize
2.1998 Honda Civic compact
3.2006 Ford F-150 pickup
4.1991 Toyota Camry midsize
5.2000 Dodge Caravan minvian
6.1994 Acura Integra compact
7.1999 Chevrolet Silverado pickup
8.2004 Dodge Ram pickup
9.2002 Ford Explorer SUV
10.1994 Nissan Sentra compact
No one is going to try to break into your Z. They might steal your wheels if they're pros, but the odds of someone trying to physically break into/drive your Z away are very slim. Odds are, if someone does - they're after your car in particular and they're professional (which means there's not much you can do about it if you don't have a garage).