If I had a car worth worrying about and was concerned about someone breaking in to get the keys (neither of which apply to me) I would leave the keys in such a place that they couldn't be seen from any window but were blindingly obvious if someone was to get in.
Completely. My place is properly alarmed now, and the car is part of the alarm system (in addition to the 'normal' car security). If somebody physically broke in I'd rather they saw the keys and just took the car, than tried to ask me where they are.
Having had two cars stolen now, it's difficult to remember they are just 'things' and that eventually you'll have more 'things' anyways.