Note that your biggest risk traveling this way is having your car stripped of your luggage, so it is always wise to get to your lodging and stow your belongings and then tour. If you must sightsee with your luggage in the car, follow the obvious rules. NOTHING visible including a sweater or newspaper which may be thought to hide something and encourage a break in. Never open the trunk at a stop; make sure everything is stowed at an earlier stop so when you arrive to sightsee you just get out and don't open the trunk. Leave no valuables; carry meds, papers, money, cameras in a bag you take with you when you leave the car, even for lunch. That way you only loose your toothbrush and your clothes and not your passports and meds.
the problem a traveler has is that they don't know if a particular area is rife with thievery rings who prey on tourist cars. If you see a lot of glass on the ground, that is a clue, but otherwise, it is prudent to get to your lodging and stow your stuff so you don't have to worry about it.