I had Lojak Installed by dealer and I will tell you why...
I used to have a 90 Suburban. 4x4 lifted 10". Stereo to make people deaf and all the other cool stuff you could squeeze in one. One morning I woke up to it NOT being in my driveway.
I immediatly called the police with my Lojak #. (Never keep that in your vehicle, wallet is the best). About 1 hour later I got a call telling me to go to a gas station to inspect my Suburban for damage. The only thing wrong was the ignition switch and column were messed up from the theft, everything else was fine.
I live in the Los Angeles area and there are many units with the monitoring equiptment.
So, make a long story short, I have it in everything I own.