true, i work on at least one or two cars a day that have had their radio stolen. i work in san bernardino, ca...which is crime infested among other wonderful cities in southern california. it has to do with the car as well. some cars are easier to break into than others. like hondas and f150s are easy to pop the lock without having to break the window.
i hooked up my alarm to a siren and my horn to make as much noise as possible if someone were to break in.
i think that if you are able to make a stealth faceplate of an oem radio to go over your nav, then your chances of keeping your radio are much higher. most thieves will glance in and see if theres anything valuable to steal or not. if all they see is the oem radio face, then hopefully they'll move on. I ALWAYS turn the screen off when i get near my destination, so nobody can see the glow of it at night. also i always turn everything down, so it doesnt draw attention.
but i agree to invest in an alarm anyways...its a preventative measure. it just makes it harder for the thief. if you were able to afford a d3 or f series, then you should surely be able to afford a quality alarm with install.