Don't leave anything visible of value, there's really no need for anyone to break into the Roadster. First to steal the car, there's no market since they're very rare and on the radar when driven. Second, since its a tight community there's no market for chop shops to sell the parts. Lastly I like the big red security LED, its a great to deter anyone who may get any fishy ideas.
If you're worried I'd highly recommend the OVMS. It will track your car via your phone, send you a notification if the alarm has been triggered on the Roadster, and if someone did manage to get the keys to your Roadster you can disarm / shut the car down from the phone app remotely.