Wasn't it Churchill that said, "Just because you're paranoid doesn't mean they're not out to get you?"
The best ideas I can think of for blocking slim-jims would be twofold:
1) A line of rare earth magnets near the top of the door panel, on the inside. A slim-jim is fairly flexible spring steel - the magnets should deflect it away from the lock linkage and toward the door skins (the stronger the better. I haven't tried this.)
2) Make a "scoop guard" that would go below the beltline weatherstrip. Make it from sheetmetal (aluminum if you want to couple with the magnet idea, I'd think.)
Before you bend the form up, grind the "flying edge" (the one near the window) to a fine edge with a chisel bevel - don't grind the side that will go against the window. Apply a thin layer of felt to the window side, have the bevel inside, and have the whole thing press against the window (to minimise sneaking around. Use strips of spring steel to reinforce the push - or compression springs between the doorskin and the guard - and keep the felt rub strip as thin as possible.)
Fold it to a "lopsided V" shape (kinda like this - "|/") and have it come straight down from the beltline mount, and the other side angle up from the bottom to the window. This should further maximise catching of the slim jim.
Unless you have an inflatable opener (to allow you to look inside - probably half of locksmiths don't even have these) to let you see inside the door and cope with the catcher, you're not going to know what's going on. If you can, make it deep enough that it seemslike you're hitting the linkage - you just can't catch the operating rods and you're probably screwing up (psychological protection as well. Most kids won't do any troubleshooting - they'll just look for an easier mark.) Do this the full width of the beltline in the door, or a bit beyond each end (if the beltline isn't the full width of the door panel) particularly if the lock linkage extends past the edge of the window opening.
The second one is my favourite - I haven't tried the first, but I'm informed it can work reasonably well.
If you're worried about joyriding, take a bit to change the wiring of your ignition switch. Make it all the same colour and the same gage (I like using white, 10AWG.) Why? When kids go to hotwire cars, they don't look for markings telling them which wire is what. They just go by wiring colour at the ignition switch. If they can't pick the wiring apart by colour - next target.
Windows can be replaced with 1/4" or 3/8" polycarbonate - you can swat that stuff with a hammer and it won't break (by contrast, you can take the porcelain bit of a spark plug, do a "scratch and tap," and go right through the tempered/layered safety glass used on cars.) Do the side windows - breaking out a windscreen, rear window, or quarter glass is a bit obvious if they're going to try to joyride (and you can replace that later.)
The rear window can be prised out easily. I haven't devised a simple solution yet - haven't had the opportunity. It's on my list.
Anything else you want to address that I haven't covered yet?