I have a soft top with full doors but I usually have it topless and doorless when the weather is nice.
I have a Viper system with a proximity sensor. The sensor detects if anything gets too close or enters the jeep. With the doors off, it will beep several times if anyone gets to close to it, if they reach into the jeep it goes off.
Other than that, just be smart about things. Don't leave anything laying in the jeep, don't have any nice stereo components visible, don't crank up your sound in your neighborhood, use a detachable faceplate radio if you have an aftermarket system or locate it in the center console. Don't bother to lock your doors, they will cut the soft top if you do and a kill switch is not a bad idea.
Oh, and don't park it in shady looking neighborhoods and always park as close as you can to the front of the store. It's safer if it's right there in front of the store where everyone can see it.