Problem #1, how do you secure an item that needs to be out in the open air to operate? Its not like you can hide the speakers in lock boxes.

I guess my best advice in that regard would simply be use speaker grills, and when mounting them use specialty screws. Several companies make screws with weird screw heads, so if you dont havew that special screwdriver, you can't get it loose.
Problem #2, usually when a theif realizes he cant steal it, he breaks it. Many people have built conplicated subwoofer enclosures in hopes of keeping the sub from being stolen, only to find the potential theif kicked his foot through the speaker when he realized he would have to leave without it.
The best preventative measure is to hide the speakers visually, and not advertise that they are there (not playing it loud just before parking and leaving the vehicle). Also, for a convertible, you wont be getting world-class sound, just buy some 6x9's that if they do happen to get stolen, wont break your heart.