I mostly use a padlock with a long shank and put it around the gas and brake pedal levers securing them together. I have a club, but I don't use it very often. I don't think it would slow anyone down.
Also, There is a switch on you clutch pedal that has to be closed to get the Jeep started. I have mine on a hidden toggle. I got the idea from someone on here, but I don't remember who now.