> Someone a while back mentioned the idea of some solenoids that locked it
> in the car

That's not such a great idea. The rotating face Kenwood stereos do this, and I've seen the results to both stereo and dash after thieves attempted to extract them on two occassions. They didn't get the stereo, but neither was it of much further use to the owner.

Removing the stereo from the car in any doubtful security situation is the only way to be totally confident.

Rob