it's a must. otherwise, there's nothing to deter others from making what's yours theirs. i have a top of the line compustar, and idiots still broke my lock on the door at the theater in broad day lite. they were still detered and left with nothing. then, just yesterday, while the truck was in the shop for heater repair, they broke the rear passenger glass. still left with nothing (unless the mechanic is stalling me). last, if i hear my alarm and see someone theiving, there'll be a very quick 31 hot +P corbon rounds chasing after them. just in case the flashing blue light isn't deterrence enough. sorry about your loss, man. i know it's just material items, but that's what helps keep me stable. i would be quite sorely depressed.
on a more positive note, when i got my system jacked in DC, i had an alarm in a camera monitored garage. hatch glass shattered, two 12"s and amp gone. came back stronger with 3 subsequent systems. last of which in that ride was 3 JL w3's 250 watts each. you'll bounce back even better than before.