Please don't do this if your car has oxygen sensors, a catalytic converter or fuel injectors (basically all cars 1980+)

Why? Besides polluting more you're going to reset the car's ECU and it takes a few drive cycles in different conditions to properly tune the engine.

There are so many things that can affect the tuning, engine wear, fuel quality even the barometric pressure. If the car can't learn that (because it's designed to reset on power loss) you will probably be running a rich A/F mixture that can foul your O2 sensors and 3-way cat.

Install an alarm or get a car immobilizer. There is a RFID immobilizer on ebay for less than 10 bucks..