I've seen a few guys use a brake lock setup.

It is a module that you run your brake lines to and has a key on it for turning it on and off. You pump up the brakes, then turn the key, pressurizes the brake lines and locks up all four tires.

In theory, if they get the rig started they cannot get it to move, or, at least not very well. Slip the clutch, it dies. They might smoke your clutch in the process.