Last year, when my new home was under construction, I purchased a 20 foot shipping container and secured it with a heavy-duty padlock. On the same day, my new Kubota
B7800 arrived and I parked it inside on Friday night and went home (100 miles away).
The next morning I returned to work on the land and found the container wide open with the padlock cut (Masterlock). Thankfully, the tractor was still there and unharmed. It took thieves less than 12 hours to break into my setup by cutting through the lock on the gate and then the lock on the container. The sheriff stated that sites under construction are magnets... little risk for the thief because they can easily find out if anyone is staying there, plus plenty of tools and generators to steal.
I looked at many options like the ones mentioned, but finally decided to just go with good insurance until I could move to the site. One of the best options I found was a Lojack system. Unfortunately, it was not available in my particular area, but you may want to look into it.
My total loss over that year was 4 generators, a broken house door, and a couple small hand tools. I ended up leaving everything unlocked so they wouldn't break the doors again.
Like you, if I could have caught anyone in the act they (and I) would have been in big trouble. I had dreamed up all sorts of boobytraps and even slept there a couple nights. In hindsite, it is better to let karma deal with them anyway.