Time is the enemy of the thief, so I think it helps to have multiple security devices, rather than just one deterrent. If you have a new van, you've probably got an alarm. Your insurance company will want either a hitchlock, or wheel clamp/lock, or both.
But you can also add inexpensive things like a removable jockey wheel clamp (like a locking wheel nut - needs a special handle); Locks for the steadies or even decent padlocks through the guide tubes, so they can't easily be raised; Locking wheel nuts like your car; Locking hitchlock post in your drive. There are probably more, but you need to make it as difficult and time consuming as possible.
If nothing else, at least it gives you some peace of mind that you have done everything reasonable to secure your van, so that if the worst did happen you won't be looking back with a 'If only I had....' This worrying of theft will pass - enjoy the van