Hello Stevo. Sorry to hear about your loss - if someone stole my Rubis it would be as distressing as losing one of my pet dogs.
The cheapest and easiest protection is to use an engraver (or an engraving attachment to a Dremmel will do) and engrave your surname, postcode and house number on as much of your kit as possible.
Also sit down and list all your equipment that has serial numbers. Keep the list with your insurance documents. Try and photograph everything to.
For something more elaborate, but not expensive, I recommend Smar****er (try this link):
http://www.smar****er.com/Home.aspx
Your local police crime prevention department may already be part of the smar****er scheme or may associate with a similar product. Check the police website. You may get the product discounted.
I know that emptying your van of tools is a classic old bit of advice, but it does work. However this is not always practicable, so do make the effort to mark all your kit with your postcode or a suitable DNA/microdot crime prevention system. It could be an additional deterrent to would be thieves.
Van thefts have risen a lot in recent months - probably due to Government policies and a recession - in any event, these thefts are occcurring regularly across UK at the moment, so it is worth reviewing your work kit security and adding better locks to your van - it will cost less than replacing your favourite Rubi (simply the best), Sigma (They are OK) or Montolit (good if you are cack handed lol).