An effective general strategy is to make your stuff less easily accessible than the next fellow's, the idea being that most thieves will choose the path of least resistance and least likelihood of getting caught. Hence the suggestion to plant large prickly bushes out under the windows. Anything that makes your place more difficult or more time-consuming to get into could help. Light timers that switch a few lights on or off at various hours lend the impression that someone's inside. I once saw a suggestion to leave a bathroom (lavatory?) light on--the savvy crooks will notice it and try elsewhere, not wanting to interrupt someone going to the loo (the dumb ones may not think about this). I don't know if putting identifying numbers on your stuff is to make someone think twice about taking it or to make it easier to recover, but I would think that it's generally more effective to put effort into deterring the theft than trying to undo its effects afterwards.