Bikes are often stolen to order, for parts or to meet demand.
125s and Sports bikes are most popular, in all three categories. Tatty or heavily customised bikes are harder to sell.
If a thief really wants it and has the tools (such as a plasma torch), they will get it... but that's what your insurance is for. Your job is to make it harder and more hassle than it's worth for the average/casual thief.
Garage alarm - Brilliant things, these!!
Cover - More useful when parked on the street, but if they can't see what's under there it means they can't just drive past and case it/clock it.
Disclock - Additional security, especially if you get one with a disc detainer lock. Actually pretty hard to cut, impossible to pick or jimmy with a screwdriver.
Immobiliser - Stops someone from screwdriver-ing your lock and riding off. May also be set up to limit hot-wiring. Some can be problematic though and fail even when you're riding.
Bike alarm - Makes a loud noise if someone messes with your bike. Useful if you are nearby and can get out there with a cricket bat, or something!!
Chain - Put this through a part of the bike that isn't easily removable, ie the frame rather than a wheel. Keep the chain well off the ground so they can't use the floor to brace bolt cutters. Again, try and get a lock that has a shrouded bolt and a lock that is hard to pick/force.