Buy a 20 foot seagoing shipping container. At the 1/2 way point inside, weld another set of doors with some really robust internal hinges and locks. At this point, they have spent and hour with a torch getting to another set of doors. They will give up.
Put a video camera inside so they feel that they are on tape and won't come back later. It doesn't matter if it works, just have a blinking LED.
Weld or screw a secondary skin to the inside of the container and pour concreate in from the top to fill the spaces between the ribs. Chainsaws don't cut concrete worth a damn. And cutting torches won't work either.
Weld shut the lifting points so someone with access to a truck capable of moving containers can't remove it.
Put a battery powered car alarm in the unit and have both outer doors, inner doors and glass break protection enabled. This way, any attempt to tamper with the unit will cause loud noises.
On the outside, put markings for a fake company that deals with radioactive waste with contact numbers to call in case of accidental exposure.
Don't tell your neighbors - let them worry...