Personally i would go with the glow in the dark paintball idea. Hell, even just a bright coloured one. You hit the guy all you have to do is call the police and tell them there's a guy who just tried to steal from you and is sporting a luminous green splat on his back
The only disadvantage to most of these situations is repurcussions, especially if the police aren't going to do anything about it.
At which point I would just keep a big stick or bat near possible entrances. If it wards them off, good, if not you're not unarmed. If someone wants to harm me and breaks onto my property i sure as hell ain't about to serve them tea and crumpets
