I have been a victim of this a few years ago. The best advice is to have all valuables hidden from view and better yet not in the vehicle at all. Make sure your windows are rolled up and all doors locked. This wont guarantee that you wont have your car broken into, but it will make it very difficult for thieves to take advantage of you.
Make sure you also keep an eye out in your neighbourhoods for suspicious behaviour and report it immediately to the police department.
Here is the link to the story from the Milton Canadian Champion.