I just ordered a "Faraday box" from Amazon to keep my car key fob in when I'm at home, as I heard that thieves can electronically copy your fob info even from outside your house, and open the door locks in your car. And if you have push-button start just drive it away. The Faraday box shields the fob from being copied.
I could be wrong, but a Faraday cage is just a metal box, even a screen vs solid walls should work. I'd guess some metals don't work though, one can look it up.
I had a fob car rented once, put it in an old metal cookie box.
Generally 3 ways they will get your car.
1: Copy your key fob from outside your home with a signal booster, the cage or similar will work. You can get key holders made of a material that defeats this also, RFID stuff
2: They check out your Vin number, go to some numnuts who don't ask questions pretending to be a dealer and get a key. Apparently you can cover your Vin number... unless you get it etched to the side of your window which isn't a legal requirement even though dealers will try to fuck you claiming it is.
3: Take the car via ultra violence. No way to really stop that except to 1: Be Chuck Norris and 2: Don't not be Chuck Norris.