You do everything you can, hide your sets, think about what the set will look like with and without a critter in it, make low-key sets, just keey the low profile as much as possible.
I've spent some time building a good relationship with the local warden, and he is very helpful in policing areas if I report some theft or molesting of my sets.
I try to get the most private land access I can, also. its not full-proof, but for the most part either I or the Landowner knows who is who in the area. I've been fortunate enough to land several locations where I have a key to a gate, too.
I use a lot of earth anchors or I do some double staking. If they take it, at least they will work for it. I hope they injur their backs trying to pull one out of ground, too.
I had a real problem one year with damage...traps run over, catches shot to heck, lot of traps just destroyed way beyond repair. It was just as costly as theft.
Some people just have no respect for others or their property, or have any clue about the rules of the woods.