They don't use the whole sparkplug--on a string or any other way. It is just a tiny piece of ceramic broken off from from the sparkplug, smaller than a marble, that they use to break the window. It's hard to believe it will do that much damage, but they stand back and just throw it at the window and it shatters it completely. I saw this demonstrated on a news program several months ago. No doubt so did a lot of soon-to-be thieves.

video of it on Youtube