Really the best advise is not to leave anything in your Jeep of value, but since it will be inevitable that someday you will have to leave something behind, here are a couple of suggestions.
You can buy a lockable drawer to install under your seat. There are 2 that I know of, one from Bestop and another from Tuffy. The Tuffy is a bit larger and seems stronger than the Bestop.
Another thing you can do is to add a lockable trunk of some sorts. I don't know if you got the 2dr or 4dr model, but you can get them for either.
Lastly, I always carry a strong bicycle lock in my Jeep to lock up things to the roll bar. It doesn't stop the determined thief, but it helps with the grab and run type.
Welcome to the madness, enjoy your Jeep.