We tried those in South Africa many years ago. Waste of time, they just saw trough the steering wheel, which is surprisingly quick and easy, and remove it. Bottom line is, if they want it, they will steal it. Best option at the end of the day after trying those, gearlocks, etc. etc. was to have a tracker fitted. If the car moves without the activation fob, they pick it up straight away and notify you to find out if the movement of the vehicle is authorised. In fact, years ago, any car over a certain value had to have Tracker fitted or they wouldn't insure you.
Not sure how it works in the UK, but I should imagine it would be very similar.