To be honest, I can't remember more than one or two Coupes being stolen in the many years I've been on the forum. They are almost impossible to drive away without the key, and are rare enough that they would be spotted quite quickly if they were driven around. They are also rare enough that there's very little demand for spares, so they are unlikely to be stolen "to order" - they certainly wouldn't get the same demand as if they were breaking (say) a BMW M3
I know of one owner who was relieved of his Coupe at knifepoint! while waiting at a set of traffic lights - in those circumstances, a steering wheel lock would only be of use as a defensive weapon.
Personally, I wouldn't bother with any security over and above the standard immobiliser. Just make sure you don't leave your keys right by the front door so that a burglar can lift them quickly.
Thanks Nigel & Alan_K. I keep it in a garage which a couple of miles form my house. Its in a dense residential area so there is good local surveillance. The alarm was remove years ago, but the immobiliser is still thee of course. I generally take the negative off the battery if I know I wont drive it for some while nad that would probably be enough to confuse a would-be thief!