I tell every new owner I meet to go and invest in some security, and I'm always surprised when I get the "Are you serious?" response.
The thing is, We have to remind ourselves that not everybody who posts here is a regular, and if they're not around too much, they have no idea how many WRXs are getting stolen. Also, if they joined NASIOC back in the winter months (when thefts slow down because punk-a$$ed thiefs don't come out to play in the snow), they'd have no idea.
Personally, I'm paranoid as hell. I heard a loud exhaust at 3 a.m. last night and I was up and looking out the window in about 2 seconds.