Assuming I was in a carpark in a built up area, and living as I do in a "Victim Rich Environment" , Call the cops then wait and observe. If I'm spotted and confronted - it's on, if not wait for the thief to leave and follow them contacting the police to update them intermittently.
Cops might even decide to show up sometime in the next 6 hours it it's not a busy night for something like that.
If you told them "I've just shot the little bastard breaking into my car" - they'd be there to arrest you before you could blink.
However, If I was in one of my regular out of town destinations - well that's a different story.