Protection from what? Thugs or car thieves?
Yup, steering wheel lock is good.
Steps I find useful:
1. Nose in - park car with front wheel steered in a direction other
than straight.
2. Lock steering wheel in turned direction. Use steering wheel look
that hooks onto brake pad. Ensure that no door is opened or unlock
during this stage.
3. In shopping mall, park in bright spots, preferably not too close
to exit.
