I saw some car covers there. Probably not a bad idea for winter. If you were going in the summer a window shade/reflector would be a great idea.
There was a lot of construction over the summer, so you had to park out in this gravel/dirt/mud lot out by the brig, and drive through a mud bog (slight exaggeration) to get there. I heard rumors there are guards on the lot but our company never did it so I don't know for sure.
I never heard of anybody vandalizing or doing anything to anybody's cars. You'll park with other candidates so you'll know all or most of everybody else you see there. We had no incidents and I've never even heard stories of one.
I would definitely keep a set of jumper cables, though. I know I had to use mine once to help somebody out, and if someone's battery is weak to begin with, parking it for weeks on end in the cold won't help. Just a thought...