That was true in the past. Cheap cars were cheaply made so they tend to be very easy to steal and
drive away.
Now that vehicles have computer chips in the keys, the dynamics of car theft have radically changed. You can't break into the car and drive it away. All you can do is tow or push the vehicle away then strip it for parts. That means the most stolen cars today are cars that are worth stripping. Corollas are packed full of junk so there's no reason to steal them.
Anyway, here's a list of the most stolen vehicles.
http://money.cnn.com/2011/08/02/autos/most_stolen_cars/index.htm
1. Cadillac Escalade
2. Chevrolet Silverado
3. Dodge Charger
4. Chevrolet Avalanche
5. Infiniti G37 Coupe
6. GMC Sierra Crew Cab
7. Nissan Maxima
8. Hummer H2
9. GMC Yukon XL 4WD
10. Chevrolet Tahoe
First thing you'll notice is that most of them are GM vehicles. This is because it's easier to steal a GM. The second thing to notice is that these are expensive GM vehicles. The rims and wheels on an escalade are worth money. The engine in a charger is worth money. Everyone on a G37 is worth money.
Here you can watch an interesting video about how these GM vehicles are being stolen. It's a lot easier than you would guess. Smash the window with a rock, get in, pull on the gear shift really hard to force it out of park, then your friend in a truck pushes the vehicle. The steering wheel doesn't lock, so you can steer the thing around corners and around cars if you need to.
http://www.cardriven.ca/2010/11/how-to-steal-a-cadillac-escalade-in-14-seconds/