Would be fun to make some decoys that are hard to tell apart from the real thing but then spring an unpleasant surprise once stolen. An alarm is one obvious trap (especially with a delay of a few minutes), but also something like a smoke generator would make them bail out in a hurry or (if legal to own in your country but not to operate) a FM jammer for a silent tracking device. (An EPIRB would work faster but can potentially divert attention from something more urgent.)
Another trick, perhaps, would be some brackets to prevent the power cord from being unplugged from either end. They'll probably be stupid enough to cut the live cord (especially if a pair of uninsulated cutters are left nearby) and get a nice arc flash for it.
Another one would be to rig up a large lithium power bank to a large super cap backwards. If they unplug it or cut the cord, it blows up in their face. (obviously there would be a hidden disarm switch through a pinhole or something) You would have no discharge protection so the batteries could go off too. You would have to use a metal case to avoid fire or shrapnel damage to the area.
Only problem is that (in the US) if your booby traps injures a burglar, you may be in more legal trouble than the burglar is. Plus the burglar can actually sue you over his injuries. It's happened.
They can...if they survive...
Plus, it would be harder to prove something like that, especially if it was made to look like "it was miswired" or you used a microcontroller in such a way as to hide it's purpose, increasing litigation costs (up to making it impossible). They would also still be imprisoned, and when they fail to prove anything because it was all hidden in micro code or in hard potting compound, thanks for wasting your (probably stolen) money!
Also...don't ever have a blackout...
BANG!EDIT: It's a JOKE! (Don't anyone go making bombs).