I have a couple answers.
1. don't run the center caps at all.
2. Somehow attach an electric current through the body of the car when it's off and locked- enough to send 50000 volts through the body of the dirt bags stealing your s-. (If you do this, please put a video on YouTube. It would be hillarious).
3. Sit on a roof top with a rifle and pick off the MFer's when they start to mess with your stuff. It would set a precedent about what happens (or what should happen) when people steal from you. (Don't really do this, you'll make a bunch of bleeding hearts butthurt and wind up in trouble).
I think the first one is the best- just don't leave them on when you park- they don't REALLY need to be on there, do they?