Ahh. Finally a topic I can help with! :-)
Do not use the electric shock method, you open yourself up for a serious lawsuit... There is a car alarm I used to sell called an "Invisibeam" that would sense when someone was standing too close to the car(selectable distance), and issue a verbal warning (user selectable). If the person didn't back off, it would either countdown or sound off (user selectable). I am sure they are still available, but if you have problems finding them in your area, shoot me an email and I will call the wholesaler I used to deal with. Installation is difficult for this kind of an alarm, and I would leave it to a qualified installer.

Tom Johnson
Dallas Texas
'85 Euro 280se
W126 / M110 / 5spd