I lock my doors unless I leave the top down, don't have uppers or full doors on. Many people don't lock there Jeeps but those people usually don't leave anything worth stealing inside. If they do it's probably a 50% chance it will be gone when they get back. The casual thief will grab your stuff since it's such an easy target. Locked or unlocked, with a softtop, it's easy enough to get in. Although, unless they are a bit more skilled/knowledgeable, they may slash your windows anyway. There have been account where a Jeep was broken into (doors unlocked) and the robber slashed the windows and seats.
This all really depend on the condition of your Jeep and where you're parking it. If your Jeep looks like a POS, you won't have anything worth anything inside so there probably is little need to lock anything up. Even if it doesn't look that great but has been modified enough to where the parts are worth something, they might just steel the whole thing. This has happened in the San Diego area many times over. Sometimes it's someone looking to cash in. Other times it might be another Jeeper looking to grab parts for their own project.
I've had four different alarms in mine so far. From high dollar Alpines to low end DEI's (Clifford/DEI/Viper). The last one was a DEI Rattler. Half the features on the high-end alarm, I never used. It was a waste of money. The only thing I do is park in areas where it's less likely to get broken into. With no top I end up taking most of the stuff out of the back of the Jeep and lock up everything else. Glove box is emptied too.