aestival

This is also the advice from police up here in Canada, but at least here there's a radically lower chance of getting shot recovering goods. I would also go to get my stolen item back, but if you never involve the police then you have to be aware that the thief will just steal someone else's stuff, and keep doing that. Whatever stops the thief from continuing to steal stuff is the best course of action — that's more important than your one thing.