There are four types of truck break-ins:
1: Someone out to steal your truck. I use a Club (never lock it), and a hidden fuel pump kill switch to ensure my vehicle stays put. I also have heard good things about Ravelco products as well. A friend of mine put a switch on the RFID transponder (he has an older model without push button start), so until that is flipped, all keys will fail the Ford PATS check.
2: Tailgate thieves. It is funny how many times the tailgate of my truck was up, I've come back to it being down. I leave it unlocked so it doesn't get the "screwdriver in the tumblers" treatment. I also have a McGard lock on the hinge (which is not that secure, as it is pretty much a hose clamp with a funky bit... but secure enough), so a would-be thief will have to go at it with a Dremel tool if they want to "liberate" the tailgate. I also tend to park with the tailgate near a wall, making it more difficult. Tailgate theft is extremely common. I have been in line at the bank, with someone ahead of me mentioning they are taking out a loan to replace their tailgate. Locking a tailgate does not work, so the best thing is a hinge lock.
3: Opportunists. The "door handle flippers" are very common where I live, and woe to the person who leaves their door unlocked, even if they have nothing in the vehicle, because the would-be thieves will slash the seats and headliner out of spite. I keep my doors locked because this is the most common type of crime in my neck of the woods.
4: The meth-heads who will smash windows, use needle nose pliers on lock rods, and so on. These are the worst because leaving doors open just means they will vandalize the vehicle's interior out of spite. This isn't a cheap solution, but I recommend a Jimmi Jammer in each of the doors, Punchplugs for all doors that don't have keys, and a LockCap for the one that does. This will keep the screwdrivers out of the lock cylinders.
I also recommend secure containers in the truck. For the center console, I like a ConsoleVault. There are also strongboxes you can that bolt under the seats. That way, if a tweaker does get in, it is invariable that they will trash things, but at least valuables will be well away from them.
Other people leave stuff like broken TVs and such, so a would-be burglar has something to carry out and has less chance of trashing the rig, but the "mugging money" logic only encourages things.
In any case, it is worth keeping insurance, and perhaps a savings to cover a deductible.