If you get a new Eclipse from a authorized dealer you get a 1 year theft warranty. It also has to be installed by a certified Eclipse installer though. If anyone steals your unit, all you have to do it file a police report and send it in. Make sure you send in your info to Eclipse though. They give you a info card to fill out when you buy your system.
The unit also has its own security. You set a cd as its security cd. Its basically the key. If anyone steals it, they cant use it unless they put in the right cd. With so many bootlegs out now and people being cheap, the chances of reusing your stolen system is zero to none.
I got mine from Crutchfield and got it installed at a local Circuit City.