There are many things that you can do to allay your fears of dognapping without it having to be tedious or tiresome.
Microchip your pup: I get it checked each year at vaccination time with the vet.
Register your pup with the local council and make sure he wears a collar with the council tag on and a name tag with his name and your phone number on it.
Get to know your neighbours and if there is a neighbourhood watch in your area - get involved with that. The amount of information that you can get about where you live is astounding – if you do those 2 things.
Then all the usual things – like making sure the yard and gates are secure and in good order. People have suggested locks on gates – not a bad idea. I would probably block off access for the dog to the front of the house – if/when you are not there.
Just a few ideas for you !