Most suggest leaving nothing visible, not emptying your car at every stop.
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If you look at that link it says clearly in bold font "Don't leave valuables in your car"
The petty thieves here simply watch people put their valuables in the trunk and then go get it once the coast is clear.
---------- Post added April 15th, 2014 at 11:53 AM ----------
I have not been to any other place where it was common practice, much less recommended by rental car companies, to leave your car unlocked and windows down because theft was essentially an accepted part of their culture.
I have had rental cars in other very popular central American destinations that have secondary locking devices on the gear shift so they don't steal your car. Have also had items stolen and been advised not to leave your car if you have valuables in them.