A car thief bent on reselling a stolen car may be more cautious and use locksmithing skills to open the car door and start the car without causing any damage. But then, the end result is that your car is gone.
While an unmotivated thief unwilling to attract attention in a public place may be deterred by a locked door, and move on, if the car is to be left somewhere overnight, or parked in a quiet low traffic area, you are in for a treat.
A thief of opportunity interested in the radar detector on your dashboard, the duffel bag on your backseat, or to the iPod on your seat will just 'smash and grab', breaking your window with no regard to the structural integrity of the glass or resale value of the vehicle.
Most automobile insurance policies have a per-incident deductible (sometimes a few hundred dollars) that must be met before they will pay any claims, and many policies do not cover items stolen from the vehicle. Unfortunately, replacing a car side window can cost at least 250 dollars. Which means that a thief stealing your 200 dollar iPod will also cause 250 dollars worth of damage, for a total loss of 450 dollars, none of it covered by insurance.
By leaving your car doors locked, you are throwing money out the (broken) window.
What then is a solution that does not involve purchasing a surplus armored vehicle with bulletproof glass?
Do not leave anything in a parked vehicle.
Even if the item you leave in the car is worthless, a motivated thief may be curious enough to break a window to get to it.
Police departments who advise people to lock their cars are foolishly perpetrating the myth that a thief can be stopped by a few millimeters of glass. Give me a break (pun intended).
And if you are not so much worried about the laptop on the passenger seat but do not want the car itself to be stolen, consider an ignition kill-switch, a GPS tracking device, or a rabid german shepherd.