Ohhh!  Almost forgot my favorite anti-theft spoiler!!  Get some refill
toner and spread it liberally inside the housing in places they have to
touch.  Since the bulb is probably off and it's dark when they take
them, they should get toner all over themselves and their clothes before
they realize what's going on.  Will ruin their clothes and you may be
able to catch them since toner almost has to wear out of your skin..

  Also a toner or ink bomb works well, like for a bank bag.  For a cheap
version, get some confetti poppers.  Take it apart, put in lots of toner
with the confetti, attach the string to the base of the bulb, and aim it
outward..  Or do something similar with pepper spray if you really want
to be mean.

Alan