Concerned the same might happen to me, I have a nut on each wheel that takes a special key to unscrew, same with the license plates, a manual switch on the engine battery (as well as a radio remote one), and a bright-yellow key-locked bar on the steering wheel clearly visible from the outside. (I'm keeping my fingers crossed.)
What would happen if you needed to drive away fast? If you have these locks on the wheels you can't get out of a situation rapidly.
Also, If I see a fancy looking lock on the outside of a van or car or anything else, to me it broadcasts that you have stuff inside worth stealing. It is like a neon sign.
To me, the most important things for safety are:
1. be
Very inconspicuous. That means no stickers, flags, no obvious locks on the outside, nothing at all that makes your vehicle look any different from every other vehicle of the same kind. I don't even hang anything from my mirror, because I have a white vehicle of a kind that there are thousands of them and vehicles that are similar to it were I live, and it blends in very well. Anonymous is what to aim for, not identifiable at all unless someone writes down your plate number.
2. Situation awareness at all times.
3. A dog is the very best alert and deterrent you can have while sleeping in your vehicle. Even a small dog. No one wants to be bitten by a dog, and the dog will tell you if someone is there. ( make sure to get one who will bark)
4. Make sure that, at all times, before you settle down for a night, you have set up everything in a manner that gets you in the driver's seat and rolling out in less than 5 seconds. Never fail to back into your spot, making sure no one can park in front of you, so that you have a clear fast exit way at all times.
Not saying a person should do all of that. Just saying that in my experience those are the most important things, far more than what kind of locks you have and those are the things I do. If someone starts tampering with your door, it will wake you up. If you can be driving away in less than 5 seconds, they won't get very far in that amount of time.
Most break-ins of non-occupied vehicles are of the smash-and-grab variety, and you can't protect all your windows from that.
If they want to steal your van, those bright yellow "club" locks on the steering wheel are really no deterrent at all because they can be opened with a screwdriver shoved hard in the lock. I heard this from a locksmith so one time when I needed to I tried it and it works a charm.
What another member said about older vans in good shape being preferable to thieves is true. They are much easier to steal, and to turn into something looking completely different in a matter of hours. Especially if you are anywhere near the southern border, be aware of this because a stolen vehicle is usually across that border as fast as the thief can take it and then it is never seen again. And please understand, I am
not saying this is because Mexicans steal cars! It is what
anyone who steals cars and lives near the border does.
All this comes from spending a lot of time living in my vehicle for cross country trips, and having spent years living near the border, and having had vehicles broken into, and had people try to break into them when I was sleeping in the back.
Another thing that worked one time when someone started messing with my back door while I was in there: I said "I have a loaded gun and it is pointing at you
right now" in a loud voice. The person left fast. They don't know if you actually have a gun or not of course. But most won't take that chance if you sound as if you do.
Hope any of this helps.
If I live on wheels again that is exactly what I will do. The window alarms go for 60 seconds, that doesn't sound like much, but when you're on the outside of someone's vehicle trying to get in, that's a very long time! 
