I remove almost everything I can from the boat every night. I'd also suggest etching(where appropiate on the item) the sail number on everything that is specific to the boat that will then be sold with the boat.

I would also consider etching your post code / ZIP code on other items, but make sure they etching is large enough to be seen by the thieving scum as if they only notice after they have nicked it, it ends up thrown in the lake/river/sea and so does not gain anything to you.