I'm also interested in some way to protect the AVIC-Z1 from prying eyes. In addition to that, it would be nice to be able to lock the unit out. Since you can have a lot of personal information stored on the AVIC-Z1, it would suck to have your home address and lots of phone numbers on the unit. For now, the best we can do seems to be to NOT put personal information on the head unit, to have an alarm installed on your automobile, and to maybe consider using the following:
http://www.usace.com/products.htm
The combination of a car alarm and glass that isn't shattering easily, should make for a good deterent. However, make sure you have an extra rider on your insurance policy that covers your equipment. Some of us only driving around in $21K cars, that have $14K worth of audio and video equipment. :-) Better to have all of that insured.