A buddy of mine ran a small shop and did fabrication work. He'd often bring cars home so he could drive them and work out the bugs (always let the owner know where the car was). I often asked him if he was worried about break-ins as his neighborhood....his response was that he owned a very loud, very angry German Sheppard, and made sure the neighborhood saw in walk into his house with a high powered rifle once a week.
But seriously, maybe you should look into chatting with your neighbors a bit more. The better you know your neighbors the less likely they're going to be steeling your stuff.
"The 300ZX Turbo is a dance; it's a song; it's rolling, roaring automotive art. There is no color that doesn't suit it. There is no mood-lifting chemical substance it can't replace." - Automobile Magazine
