You would have to look at all possibilities of who is going to get shocked. I can picture the Jeep in a crowded parking lot, and soccer mom in her mini van next to you is trying to put the groceries in the mini van, and take the child out of the shopping cart, bumps the door handle, zap, drops child and sues the crap out of you. You lose your house, your jeep, yoour tools and everyhting else. I like the idea of shocking the thief, but you need it to get ONLY the thieves, especially in today's society. Unfortunately, you would probably have to advertise the fact that your Jeep was electrified, which would defeat the purpose, in order to make it ok. Then, I don't even know if that would work. I know it is illegal to booby-trap your house, I would assume that is the same for a vehicle.
You want something that is going to work all the time wether it is crowded or not, and something that is not going to affect the innocent soccer mom. Proximity alarm with pager is good. Best is a big mean looking dog or have an empty Jeep, or good strong lock boxes.