Had my tools ripped off twice, it still pisses me off to think about it. Now here's what I do: Never leave anything overnight on a site not even an extension cord, Have a truck with a Greenlee strongbox bolted in so they can't get to the hinge, Have a truck alarm, a steering wheel club, a kill switch. I never take it to HD or Lowes, At night it goes in my backyard, never in the street.
It's all a pita and takes time to secure everything, but unfortunatley it has to be done.
A maintenence company I know of was working inside a grocery store, someone got their truck and trailer. They only left it for 30 mins. Now I even use the club at every job site.