Get one that is removable or has a removable fascia. Thay are widely available, at least in the UK, are not any more expensive, and can save you a lot of heartache.

Don't buy one.

"Don't buy one". Actually, that isn't as flip of an answer as one might think. My solution has been to spend $$ on a good set of speakers installed such that they look like factory models (i.e. no flashy logos anywhere) combined with a decent amplifier tucked away out of site. I left the factory head unit -- the factory radio in place -- and simply have a headphone jack tucked into the glove box. I plug my iPod into the headphone jack and use the iPod to play tunes from my home music library. I find that this is a much more effective means of guaranteeing that I have a fresh set of tunes in my car. With CDs, I always seemed to end up with a half dozen or dozen mix disks stagnating in the car (actually, they are still there and I still occasionally listen to 'em when I forget to drop my iPod in my pocket). Clearly, a video system would require a display and other more obvious devices. If the video is being added for practical purposes such as entertaining kids on long drives or something similar, then there are a number of portable video units that can strap onto the front seat or be mounted in some other removable fashion. The units are also useful on planes and the like. If the goal is to drop in a fancy audio/video system for the purposes of impressing others the goal of making it less likely to be stolen is at conflict with the purpose. That is, a fully integrated A/V system is going to be difficult to conceal from the outside and is, for obvious reasons, a prime target for thieves. Your best bet is to park defensively. Pay the $$ for valet parking, when you can and otherwise park in well lit, safe, highly-traveled areas.

Well there is a few things you can do like get an alarm system and defineatly tint your windows

I would install a sterio in your glove box or somewhere out of sight and leave the old sterio in it's visible place. As for your amps... I would find a place to hide the like under your seats or in the trunk. Same with the subs. They make stealth boxes and bokes for your trunk... If that doesn't suit you, tint your windows, get an alarm, and when it goes off come out of your house with a BIG GUN!!!

I engraved my drivers license number & name & "Stolen from;" on mine & got it stolen, but then got it back! If eveeryone did this, theft would not happen. I offered it as a free service for every one I installed & it was a big hit, esp as I installed for over 20 years.