It's not an exotic car. I wouldn't worry about it any more than I'd worry about something being stolen out of any other car. The same rules apply to the CLA as with any car.
- Don't park your car in a bad part of town. Have your friend drive to the ballpark.

- Lock your doors.
- Close your windows.
- Close your sunroof. If you don't have a sunroof, move to the next step.
- Park in well lit spaces at night.
- Park in an area with high traffic.
- Don't piss people off and then park next to them.
- Don't leave crap on your seats (the notion of an attractive nuisance applies to cars, too).
- Don't call unnecessary attention to yourself or your car.
- Find a good insurance company and remember to pay your bill.
As for those of you who are worried about the LCD screen, I'm just curious, are you worried that stupid criminals are going to confuse it with a Tom-Tom or other portable GPS and try to steal it?
-Eric