Had a 94 Wrangler I used to lock .... then some idiot used a window punch on the plastic door window ..... I mean, really ?????
After that I never kept anything valuable in it, and left it unlocked so at least I wouldn't have to buy a new zip up window.
The 2016 I'm getting has an alarm, so I'll probably start locking it ... and keeping a .45 by the front door for when I hear it go off !