Am I in the city or out in the country?
In the country I'd get myself a mean dog and post him next to the truck at night.
In the city, I'd get a car alarm and have a camera with a telephoto lens and a hardcore flash sitting by the window. If the alarm didn't scare him off, then I'd take his picture while yelling, "Get away from my car." (probably ad a few emphatic explicatives in there somewhere.) That'd pretty surely do it. I'd then give his picture to the police.
A gun is a bad idea in this situation I think. (Unless he actually attacks which is very unlikly for this type of theft which is usually perpetrated by kids.)