Prague has a good security camera system in the city centre, so car theft or theft from cars is not so common, but it's always better to be careful.
The best advice is to park your car in a supervised carpark or in hotel facilities and use public transport to travel around the historical centre – it's quicker, cheaper and safer.
If you do have to drive into the city centre, always make sure your parked car is properly locked and that no items are left visible inside e.g. wallet, phone, laptop or important documents.
If you become the victim of a crime call the police on 158.
Also consider the fact that parking in Prague can be a problem – in the centre (Prague 1, Prague 2, Prague 3, Prague 7) most parking places are reserved for residents. This is recognisable by a blue line marking the place on the road. If you don't find your car where you parked it, it may not have been stolen, but towed away by the police.
In this case, or if your car has been wheel-clamped, call the City Police on 156.