Well if we told you where we put our brains that'd defeat teh purpose
good spots to try are under car, near the backseat, trunk if you can, anyplace but under the dash ^_^
with the siren, there's pro's and con's to where you place it
if you place it right in front, it's quite easy to rip out/put towels around it to silence it, but it's really really really really loud.
you can put it between teh firewall (or whatever it's called) so it's impossible to get to, but it won't be that loud