We have towed our 2004 Jeep Wrangler (TJ) with the 6 cylinder and automatic transmission since it was new. It now has over 120,000 miles being towed and another 53,000 miles on the odometer.
As mentioned transfer case in neutral and transmission in park. We leave a key in the ignition in the "off" position (not in the lock position), and lock the doors. We carry a second key to open the door once we're stopped for the night. We then remove the key from the ignition.
If you think the vehicle is vulnerable with the key in the ignition you can lower the glove box and remove fuse #4. With the fuse removed the engine will crank but not start.
In 2004 a "chipped" key was an option. With this option only a key with the chip matching the computer will start the engine. If you have this option you can have a regular key made and leave it in the ignition in the "off" position. It's just like removing fuse #4. The engine will crank, but not start n