So you say you're gonna shoot the person driving your car? Well, I'll admit that I've never observed a person who is shot while driving a car, but I'll offer the following comments anyway:
You are going to have to damage your own property (which is interesting, because you end up damaging the property that you are trying to protect ) by shooting into it.
On several issues, I seem to find myself in disagreement with steelheart. This one is different. It is a matter of principle. I bought that car. It's a car, not a Pez dispenser. It likely cost me in the tens of thousands, not a dollar. I love my work, but a great number of people don't. Tens of thousands of dollars represents a lot of drudgery for them, and what do they get out of it? They get a car they have to have to go do more drudgery.
My sweat and aggravation went into that car. It's mine. Not the G.D. thief's. He's inherently tens of thousands of dollars worth of wrong. Once he's gone with that car, it's not coming back.
Did I leave my $950 .45 in the glove box? That's gone, too, and I'll have to make damn sure I notify everyone and his grandmother of its theft so I don't get blamed for the NEXT car theft this guy does using it. Maybe my palm pilot is in the glove box too, with all my business connections' information. At the very least, I'll spend hours putting that back together and probably miss an appointment or two. At worst, mr. thief will know where other nice cars are located.
Now, in addition to having to walk home, I have to pay my deductible, call my insurance company, wait for their response, find another car, which will likely be crappier because I have to do all this in a hurry or lose my job. I have to make all kinds of whiny excuses to my employer as to why I have to take a few hours off here and there. And that's if the bank owns the car and I'm paying comprehensive. If I'm not, then I have to pony up cash for the price of a replacement car.
And you are going to have to be a darn good shot to hit a moving target -- try shooting a running deer sometime, and you'll understand what I mean; most of you couldn't do it with a rifle, much less with a handgun. Don't forget that you are responsible for those rounds that flew into the apartment behind your car when you missed.
Shatter the windshield. Or don't shoot, use a grocery cart.
Finally, if you manage to hit the driver, he is going to bleed all over your car . That'll be a fun clean-up job! And what is the driver going to do when he is hit? He might lose control of your car and crash, which won't be very good for the car.
These are all low-likelihood risks. There are companies that specialize in completely removing the sort of mess you are talking about. You can replace the seats and carpet if need be. Then trade it when you have the luxury of being able to shop for a new one, not RIGHT NOW because you have none. Keep any envelopes that fell under the seat with your current address plainly printed on them rather than giving access to them to the criminal world, along with your keychain.
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I'm not saying that I'd go chasing down the street flinging grocery carts or shooting up my car. But I'm not saying I wouldn't consider it, and I got no argument with somebody who feels strongly that they should.