I don't know how close the stolen plants are near your garden, but you could install a motion activated light very cheaply. I got one from Walmart for about $15 including the floodlights. I simply replaced my regular outside light with the motion detected one. I should have sprung for the more expensive model with the "leave on" feature. If I am outside at night, I have to wave at the light to turn it back on sometimes. One night, I was finishing up watering the hostas and heard a snake slithering. At that moment the light went off. I didn't want to move, in case it was a copperhead snake. I was standing as still as possible trying to wave at the light, not get water in the windows and not get bitten by the snake. I am glad that the snakes are eating rodents, just don't want them surprising me. I guess they like the hostas. I typically make a lot of noise when I go in the back yard, just in case.
I think that they also have solar powered motion activated lights. If they aren't attached to the building, the person may steal those also. I guess that would be a good location for very thorny roses. You could also plant a buffer of common plants or something pretty that can irritate the skin like artemesia. I have seen this thing for repelling deer. It attaches to a hose or has a water reservoir. The motion detector goes off and it acts as a sprinkler. Maybe if the person knows that he/she is caught and gets wet he/she will acquire plants elsewhere.
Some of the new neighbors are gardeners, so I have people to talk plants with. None are into roses, most want to grow butterfly gardens. I am so relieved. You may remember that my nightmare neighbor, the boozehag, moved out this spring. I am relieved that the new neighbors seem much nicer.