I have a couple of thoughts on this. When I lived in Phoenix, I was very worried about Jeep theft because if you don't find the jeep in a few hours it's either burned up in the desert, or it has left the country. Many people in our Jeep club had their rigs stolen.
Disclaimer: Please don't chime in that theives will find this page and use info to steal more cars and/or stuff. That argument is tired...
1. The easiest quiet way to break into a cherokee without special tools is to pop off the passenger side door lock. They can be removed in seconds with a flat-blad screwdriver, and theives can access the unlock linkage with their finger.
2. As other pointed out, it is also very easy to open a cherokee with a rod, coat hanger, etc. The door gaps on cherokees are huge, with thick rubber foam to fill the gap
3. If a thief really wants something from inside your jeep, they will break the window. Often, it will be the small window on the rear door.
4. I don't recommend replacing your windows with polycarbonate or adding metal bars to your glass. It won't do much to prevent theft, but can leave you in a dangerous situation if you are in an accident on-road or off. The fire department should be able to easily shatter your windows and you should be able to do the same if your door is stuck shut.
5. A kill switch is your friend. Multiple (fuel/ignition) is even better.
6. Don't leave expensive crap in your vehicle like tools, recovery gear, work stuff, etc. Don't advertise your stereo. Don't leave you GPS mounted to your windsheild. Don't leave cell phone or ipod cords in plain sight.
I installed a kill switch and replaced my vunerable locks with carriage bolts. I now rely on my power locks to get the doors open, or the rear hatch which has the keyed entry. I keep a spare remote in the rear cargo area in case mine dies.