I agree that you shouldnt lock something that takes a razor to open. It's like putting a Master lock on a zip lock bag....you can keep the zipper from opening but why not slice the bag?
As for the alarm, most have a jinx that makes them foolible.... if you get power to the ignition (Like turning the key) and push the valet switch (usually a momentary buttion or mini toggle just out of sight, like behind the hood latch T or under the knee bolster of the dash) then the alarm is bybassed and you can start the car. It is this reason that I remove alarms and install an extra accessory switch like the factory fog light switch. I make it so that the fuel pump runs through the extra switch. Even if you have factory fogs, no one is going to notice the duplicate switch at a glance. If the car wont start right away they will usually leave it and go to the next one.