umm.... not necessarily. I just had my brand new top-of-the-line Sony head unit removed from my 2000 C230. The theif was smart enough to know not to open the door. Since the factory alarm has no shock or motion sensor, he simply broke the drivers side glass and removed it (tint held it basically in one piece). He then climbed in the window and removed the head unit (doing $2700 in damage).
I'm currently looking into having a shock and motion sensor added to the factory alarm. (I want to keep the factory alarm so that I don't have to carry another transmitter.)