way back when, a kid stole my brothers radio during a house party. We knew it was him so we called his house and left a message stating "if the radio is not on our door step by 10:00 am we will be at yours" - it was there when we opened the door, so we only kicked his ass a little bit
I would call ahead or leave a note stating: "people who steal from me end up at the bottom of Lake Erie"
