Well, I keep trying a method that does not really work, but maybe
they'll get used to it. They stael the bulb outside my place all the time,
so I took an indelible felt tip pen for glass marking (has some acid in it
or what, plus black ink), and wrote on the new bulb:

Stolen from: <my address>

  You would use a rubber stamp for this of course. Low tech, and might
work once they get used to the idea that it's indelible.

Peter