I am really surprised at the amount of gear I hear about being stolen that the owners never wrote down the serial numbers or took really good pictures. I personally take a good picture of the equipment, write down the serial number and get a copy to my insurance agent of everything, even the $100 junk I never use.
Do you have you serial numbers written down? Pictures? Do you have insurance? You might not want to admit it or make it public knowledge if you don't, but I would suggest the next time you are getting ready to practice to do this first instead.
The insurance in my area is not very expensive, I have all of my stuff insured at replacement value, I don't want to put down the total amount that I have covered, but the premium is under $75/year. Very reasonable for the peace of mind it affords me.