Register your bike's serial number with your local police. This helped get my Kona mtn. bike back to me.

I came back to the bike rack and saw a cut cable lock and a missing bike. I was so angry I vowed to bring some Samuel L. Jackson vengeance and justice to the thief if I caught him. Then I got a call from the cops--they pulled over a car containing a pair of meth-dealing brothers armed with shotguns. They went back to their lair and found my registered bike amongst their cache of stolen goods and contacted me and I picked up the bike at the station. No damage but a the meth-heads had replaced a brake cable and swapped out my leather Turbo saddle for a used cheapie.

And the phrase "shotgun wielding meth-heads" has forever deterred me from implementing the vigilante justice option.

EDIT: I should add, having photos posted here or elsewhere is another good form of proof of ownership.

Also, make sure to check with the police or the auction house they contract to. In my city, lots of bikes are seized by the cops and put up for auction because they can't find the owner. I bought a second Kona at one of those auctions.