That's a hard one. I'd have a talk with the class about how I spend my own money on many of the items in the class. For many of them, taking a pencil or a Goosebumps book from the classroom doesn't feel like stealing. They see them as supplies that the school has purchased and that no one will notice. I do make a big deal about howmany of our free reading books have been purchased by me, with my own money, and I tend to get them back.
We've also had a problem with dry erase markers. I've heard that the kids are using them to make "super markers" with glue somehow, for tagging. Perhaps you could make them hard to slip out the door, like with giant feathers glued on the back of them or something? If you ask the secretary at my school to borrow a pen, she hands you one that is about 18 inches long and has plastic flowers taped on it-- you won't forget that it's hers and walk away with it.