You might think car thieves would gravitate toward the sleekest, most exotic sports. Or perhaps they would focus on basic midsize sedans since they sell in huge numbers, creating a big black market for spare parts. Wrong!

Large pickup trucks are the most-stolen vehicles, and the Ford F-250, an especially large model, bumped the Cadillac Escalade sport-utility vehicle from the number-one spot. The Escalade, which became a fixture in Hollywood, the music industry and luxury culture in general after its late-1990s introduction,...