Several great suggestions here.
I don't know about anyone else, but in my truck, the transfer case shift lever has a flat spot with a hole in it. And there is a tab attached to the floor that also has a hole in it. When you put the transfer case in neutral you can slip a lock through the two holes, locking the transfer case in neutral. Which a thief probably won't notice until after dropping it into gear, letting off the clutch only to find nothing happens.
I also have purchased and will soon install a hidden electrical 'kill switch'. It physically disconnects the batteries from the truck. I got this at Harbor Freight for $3 on sale.
I am hoping to add a second fuel tank on the drivers side. In the process I will be installing a fuel cut off valve so that fuel won't be able to get to the engine. Second will be the on/off electrical switch for each fuel tank pump. So double whammy on the fuel tanks. I will get the valve from Saturn Surplus soon.
Here are pix of the transfer case lever and my steering wheel chain and lock. And like many others the truck is parked up against the house.