A nail across the fusebox and wire the garage door handle.
The twats might make good christmas lights. 
A mate of mine padlocks his motorbike to the mains cable where it comes into the bottom of the fusebox, and leaves a junior hacksaw on the bike seat. They'll only try to steal it once.
the thing is, if one of these little cnuts bites the dust in your house, you can bet your bottom dollar that you'll be presented by a 28 stone scratter with a council house facelift screaming about how you are the criminal.
Further to my earlier post, I never said that the shotgun had to be loaded. I've let the labrador out on a couple of occasions, and by gum, 'e does make 'em run a bit

A camera flash out of the window makes them think twice as well.
CCTV sounds like a fine plan. Anti vandal paint on the top of all your fences (Or, if you take the dog option, recycled dog food in all vulnerable areas of the garden)