First of all, I don't "keep" a firearm in a vehicle, meaning that it stays inside a vehicle long-term. My Jeep Wrangler has a large Tuffy Products lockbox in the rear seat area. In the Honda Civic, I have the trunk's remote release lever locked, so that a simple smash-and-grab burglar will not be able to access the trunk.
To expand upon what taliv said, regarding insurance, keep in mind that your vehicle insurance policy almost certainly does not cover personal property stolen from within the vehicle. The NRA offers a certain level in insurance, and some homeowner's policies offer protection to personal property away from home in certain circumstances. This may require a addition to the policy. And, of course, insurance does not keep the weapon from being used by the burglar, to "protect" himself if someone tries to interrupt his crime or escape.
I don't know about the nationwide trends, but in my corner of Texas, burglaries of all types are up drastically with the economic downturn, and the smash-and-grab guys are tending to ransack vehicles a bit more thoroughly than before. Keep in mind that a car burglar who knows how to do it smoothly will use a screwdriver to punch a door key lock with so little motion that it will look from a distance like he is using a key.
A lacrosse racquet bag makes for a discreet way to get a long firearm to and from a vehicle, minimizing the need to leave the rifle inside the vehicle as often. An Eagle Industries Discreet Case is also low-profile, and more protective. A Pelican Case provides a legendary level of protection, and some level of discretion. I use all three, for various circumstances and weapons.