welcome to the forum. I used to have a CRX too, got right around 40mpg. Sounds like you got a good deal on the hatch - they should get similar mileage as the CRX. Add it to your garage and start a gas log, helps you track your mileage easily.
As for anti-theft devices, I've heard very good things about Autolock as well. Remember though, if a thief wants to take your car, they will take it. The best protection would be to park it in a locked and secure garage, add an alarm w/led (visual deterrent), and maybe add the autolock as well.
Alarms are the way to go. But you can't just slap some cheapo alarm in there with your standard under-dash install and expect that to work on a Honda.
Clutch and brake pedal locks really aren't that effective on their own. If you do some searching of online forums you'll find many people who have had their clutch pedal/brake pedal cut. Thieves also know how to make a tool that easily snaps any Club-like device. Someone was arrested in front of my g/f's house with one! The alpha-lock tire locking device is useless because you can easily remove the rim. Parking enforcement boots work great but for the price you could get a GPS tracking system like the Viper 210V.
The most important thing about an alarm is that it essentially sets a time limit for the thief. W/out that screaming siren drawing attention, particularly the second and third time it goes off, the thief has an unlimited time span by which he can get past ANYTHING. Unfortunately, in most instances the thief can quickly silence the alarm by getting to the siren or to the brain itself. That is why you will want to click on that link I posted. I'm not selling a product. It's an in depth Honda Civic security DIY.