Apart from the sensible suggestions there are other options.
Wire it up so that anyone who touches it is electrocuted. - Might leave you open to lawsuits.
Use those exploding paint things that banks use. - Not great on a bike with a nice paintjob
Build a GPS/3G communication device which is welded inside the frame. - GPS doesn't work inside though
Weld it to street furniture. - Time consuming.
Apart from the sensible suggestions there are other options.
Wire it up so that anyone who touches it is electrocuted. - Might leave you open to lawsuits.
Use those exploding paint things that banks use. - Not great on a bike with a nice paintjob
Build a GPS/3G communication device which is welded inside the frame. - GPS doesn't work inside though
Weld it to street furniture. - Time consuming.