If he wants to take something, demand a receipt. Don't just let him walk out of the building with your hard drive. Don't ignore changes in your PC's performance. This is usually the first clue people get that something is missing. Maybe your PC is acting really weird, sluggish.
Most folks give it a bang on the side and keep working.
I'm so paranoid that when I turn my machine on in the morning, I watch and make sure the memory tested okay. Many, many people don't know what's inside that thing. They turn it on and it works. I could come and put a modem in or take something out and they'd never know. Check the slots periodically.