In general, never leave anything of value in your car, even if you lock it in your trunk. It's been a while since we've been on the island, and we never had anything stolen but this was the advice I got from the St. Martin Travel Talk forum back when we were getting ready for our trip (some people even went as far to say, not to lock your car as well, but I still locked mine). This is especially true when you go to beaches were there may only be a few cars at some beaches depending on time of day or how remote the beach is. We never had any trouble going out to eat at night at the row of restaurants in Grand Case, or even at Mario's Bistro in Sandy Ground, both on the French side. You can also get some pretty good, relatively cheap food , at the Lolos's around the island. Also we liked to get fresh bakery items at one of the various stores on the island in the morning for breakfast. Also if you go out to eat, remember there are a few bridges they raise at various times of the day, so schedule your drives around those. That's all I can remember for now.
For more info visit the St. Martin Travel Talk on line forum as people who frequently travel to the island frequent that board.
http://www.traveltalkonline.com/forums/postlist.php?Board=stmartin (opps, didn't see prior poster on Travel Talk reference)
Greg