I really do not like leaving a weapon in the car either, so with my Glock I feel "safer-more responsible" by leaving it behind-in pieces. The Glock tears down so fast and reassembles so quickly, I break it down leaving the frame, magazine and slide in two places (locked away) and take the barrel and spring assembly with me inside. And yes I try not to go places that I cannot carry but even here in AZ it is not worth the trouble if you get caught in forbidden places. With the barrel missing, as a usable gun it is worthless as an "Immediate" weapon. I realize if stolen, the thief could buy the parts, but until then it is not capable of firing.
I have thought about a lockbox, but if the car is stolen I still do not want them to have a fully functional weapon.