In it's basic form you use a relay that has two sets of contacts, the first isolates the ignition, and the second set are wired from the first. You switch on the ignition, power is now at the first set of contacts, you activate the relay coil, I used to use a magnetic reed switch, you can purchase them so small they are thinner and a third of the size of a matchstick, glue behind anywhere you think would be convenient, the switch is now invisible. As the reed has a supply you pass the magnet over your hidden reed and the relay activates, magnet is removed and the relay is 'latched', you start the car and use in the normal way. When you are at the gas station, shop or wherever the moment you switch off the ignition the relay releases, so you cannot forget to turn off the kill switch. Jump in and repeat and drive off. The switch is virtually impossible to find, the magnet can be thrown in the centre console or wherever. You can cut into the starter circuit, fuel pump or wherever, just pick up the power from the fuse box. When the relay is at rest you can use the a terminal that when the ignition is switched on it flashes an LED, only when the relay has latched does the light go out. This is all very basic stuff but the real trick is a thief will soon find a small switch, it is obvious it could be reached from the drivers seat, a hidden reed could be anywhere including right in front of the driver behind one of the switch blank plates for example.
The second is the timer this is a little more complicated but consider this, your car is stolen and thieves park it in a row of other cars in a side street, say five miles from your home? We know the police do not go looking for cars, and if it is not blocking somebody's driveway then it could be days/weeks before someone reports an abandoned car outside their house.
Now let us assume, the thief did not give up and spent an hour stealing your car in the car park at the local cinema, it eventually starts and with a smug look on his face he is already spending the money he is going to get from your off road goodies as he drives out of the car park and a few minutes later it breaks down! You can bet it will not be neatly parked outside someone's house, more likely at a set of traffic lights, or he just rolled to the side of the road, it matters not as you know by the amount of time you set the fuel pump. ignition timer or whatever how far your car is away and now the alarm is sounding, and you can bet your life you will get a call from the police because it is blocking a particular junction or side street and causing a nuisance. No self respecting thief is going to spend an hour trying to silence the alarm and get the car going again at the side of the road.
You can fit a GPS locator but remember this works from a subscription cell phone SIM, you can purchase a signal 'blocker' and put it in your pocket, the thief drops it in your glove box as he drives off, your GPS will be worthless.
I agree anything that stops the casual thief taking your car is a good thing but it is normally selective, an 80 with iron/big wheels/rack etc is a nice target and this will not be the typical thief with a crumbled spark plug in his pocket, I will not explain that, look it up.
regards
Dave