i bought one of those aftermarket under dash stereo boxes and mounted it to the bottom of my aftermarket heater from summit (heater works well, not super hot, but it gets the job done for a los angeles winter) i then bolted the heater to the firewall. make sure you run the stereo wiring to the on/off ignition wire so that you get full access to the stereo without having the ignition to be totally open. if you flip down the face of the stereo, it looks like it's just a continuation of the heater (looking in through the window from the outside). i also used a wheel chock under the stereo to keep things nice and tight (also to make it harder for them to steal.)
my rule of thumb for anything worth money that you're putting into the car is to make it as much work as possible for them to steal it. halfway through the job, they'll probably say fu*ck it and leave it in there because it'll be too much work for them to steal it and not enough profit.