On my yard, my horses have a plaque that states they bite and kick...usually puts people off..(plus Scampi does anyway lol), and stops people giving titbits to them. When riding out, always have a dog collar tag or similar on your horses saddle and bridle so if you fell off and your trusty steed says right I am off...he can be took back by the person that finds him or handed to the authorities to get him home. Put warning that they bite and kick on your fencing so pulic don't feed titbits that may be poisonous. Stamp your tack with the metal leather stamps that indent your post code and house number, or your car registration so that you can be traced if its stolen. Freeze branding is good but a knowledgable theif will die the hir and its then not noticable til it grows out so that's not neccesarily fool proof. Micro chips can be removed from the muscle by large nail clippers too, its blody painful for the horse, I have had to stitch a few of them after this horrendous act.
You can also have your post code burnt into the hoof wall and this lasts until the hoof grows out, its a good way and its not burnt in deep. There is loads of little things you can do to put off a theif. :)