On some things, you can use a permanent marker to 'write your name' like a kid in kindergarten.
I hate that we as adults HAVE to do this crap.. but we do.
You could also make a small investment into an engraver.
Pad locks work wonders.
Bike lights are stolen like crazy here in Austin.. most people get the ones that are small enough to fit in their pockets , and just un screw them when they park their bike.. and attach them later.