I feel for you, and I do have some suggestions.
http://www.tuffyproducts.com/c-4-consoles.aspx
I have just the soft top on my jeep. I leave the doors unlocked. However, everything inside locks. The stereo has its own locking console, the amps have their own as well. My center console locks as does my glovebox. The Jeep can't even start without unlocking one of the consoles and flipping a few switches to start the fuel pump, ignition, and so forth. I'm kind of anal about keeping my stuff. My thoughts are that I'd rather have someone open the door to find out they can't steal anything as opposed to cutting the top or breaking a windows to come to the same conclusion. It sucks having to be over-protective, but I have yet to have anything Oakley taken from the jeep, even when the top is off.