How do you catch a thief?

My car has been broken into, a few weeks ago our garage was broken into (forcible entry), and last night our garage was broken into again. The police feel like we’re being targeted, most likely by someone we know. This is getting old really fast, and I want to know who is robbing us. I’m sure there is a good possibility that they’ll return, they seem to be making a habit of it… so is there an affordable way (read: I’m not buying a whole security system) to find out who it is?