Many times a thief won't bother with a clearly identified horse. Sometimes it's a hard call to decided whether a nearby leadshank is a needed in case of emergency, or whether it makes it easier to steal the horse. Introduce yourself, and your horses. Let them know what kind of vehicle you and your friends use. Let them know you appreciate it if they alert you to strange vehicles, or activity at odd times.
Neighborhood watch is a powerful thing.
Especially if you have large pastures, consider a watch animal. Certain breeds of dogs are bred specifically as livestock gaurds. A flock of geese is a great alert system and can be a deterrant to thieves. You should have a set of photos in summer coat and in his shaggy winter coat. Also include a clearly written description of your horse.