Take out the seatpost and look down the seat-tube. I usually stuff little notes down there to the effect of "This bike is stolen if you didn't get it from Danno ____". Uusually thieves want to flip the bike and sell it quickly, so they won't take it apart for R&R. Some places have bicycle registration. The campus police here does that and puts a little tag on your bike and records the tag number along with the serial#. Having one or the other will let them check up their database as to who's the owner.