Albatross,
You made some very good points there and I would like to comment on a couple.
1. I agree with this, it just simply makes sense that if someone is robbed they are going to be a little paranoid and be on the lookout more.
2. This is the one that I do not agree on. From a real life standpoint if there is a lot of treasure / resources, guards will not be placed to watch over something. However if there is a lot of resources (imagine a treasure room), guards would be posted to keep watch. But I really think this should remained untouched for other reasons. If a player amasses a large amount of resources for theft protection then (according to my idea) it would lead to people stockpiling a little. If they follow your advice then they try to keep resources extremely low and there is a building already made to protect small amounts of resources (the vault).
3. I could see it being easier to steal at night as opposed to during the day. Perhaps a bonus at night and a possible penalty during the day? Or flip flop it as its much easier for a robber to steal from someone's house during the day while they are at work and not so easy when the person is sleeping in their house at night?
4. I personally even thought it rather odd that you get better results with thousands of thieves coming into a town of only a few hundreds of people and not noticing?? A bit far fetched if you ask me.
In your closing remarks though, it looks to me like you _are_ asking for theft to be made more difficult overall, but just trying to do so covertly without alerting people who enjoying thieving to come in here and troll you. You sly dog :)
-FallenSoul