the fix is simple man. go to PEEP BOYS and buy a set of the solid steel, chrome bolt-in low profile valve stems/caps. they cost more than normal stems but are worth every penny. I put these on my rims when I got rims/tires for my escort. Theives hated them, they can't come off, and the only thing they ever took off the rims was 1 valve cap. best of all, they look really cool.
The caps can still come off, but you can use some loc-tite & a wrench to put them on, they'll have the hardest time stealing the caps. the stems are bolted in, tho, so they are there for good.
either that, or just by an extra set of caps, and keep them in your center console, so if they do get stolen, you have a back-up set.
If you get these stems, be sure to tell the shop about them if you need tire service, if they try to use a stem puller on them first, they can possibly crack the rims, they need to break the tire bead seal, remove the tire, and unbolt the stems to remove them.