What are some good traps to set up for a bunch of thieves?

We've been having tons of theft problems around here, also lots of vandalism. It's getting worse- we have problems almost every night, and we have to put gas in the Blazer almost daily, even though it gets great gas mileage. They have stolen so much stuff, they've even came into the house while we were in it asleep. The gas tank flap on my old Jeep was open one day, and I got a chuckle since the stuff that was in that gas tank wasn't gas, anymore. It was stale gas, which is good for nothing. That meant they may as well have poured water into their tank. I expected to be able to find who it was after that, since whoever's car was running terribly just had to have been the one who took the nasty fuel. But that never happened. Some people (whether it's the same people or not, we don't know) always peek into the windows, and they take cigarette s from Mom's ash tray. Their aunt called US criminals since we were *giving* the kids cigarettes. We're the ones getting robbed blind! Police around here suck like a Hoover vacuum. Some other people feed our cats to their dog, and there are those egregious people who can't stay out of my Jeep. I dread nights because, like I said, people come into our house while we're asleep. We can't do anything since they come through the windows with air conditioners, and they're like ninjas since they don't wake us up. Whenever the dogs bark at them and wake us up, we always go to the dog- in an empty room. I'm getting mad, and I hate not being able to sleep peacefully in my house. I want to make these people regret ever setting foot on this property. I want to scare them out of their wits. I want to capture them, so that they're hung up and unable to escape, so that we can do whatever we want to them before we kindly deliver them to police. I want them caught, and I don't really care how, so long as it's cheap, easy, and legal.