Steve i am really sorry to hear of your bad news. Wasn't your van alarmed?
I maybe teaching you to suck eggs here but in this day and age if you keep tools or anything else that is valuable in your car/van you have got to have a decent alarm fitted. This not only protects your vechile and its contents but your insurers will give you a good discount (usually between 10% and 30%) if you have a "Thatchem category 1 or 2 alarm/immobilliser fitted. Thatchem is the body who tests them.
The alarms these days are really first class (with a lot less false alarms) and unless they are a professional or have hours to work on it the ordinary opportunist thief (which 90% of them are) will not by pass a cat 1 or 2 alarm.
The device Jaymar mentions is portable, but this sort of thing is also included in a lot of the better alarms. Some even take a photo of the scumbag that you can give to the police.
There are others called Trackers, which alert a monitoring service if your vechile is moved by the thief. This company will then track your car/van and also call the police and between them they can track it down to a few feet anywhere in the UK. These will cost you a bit more then a alarm because you have to pay a fee each year to the company who does the tracking, but if you have an expensive car or a lot of tools in your van they are worth it, because you can be asleep in bed and not even know that your van is gone and they will phone you.
You can also get things that look like micro dots (forget the name), which you put inside your car stereo or any of your power tools etc. You then register these with the manufacturer who takes all your details. Then if the police retrieve any stolen goods they can scan them and if they have these micro dots inside them they will know who the owner is.
The above really only scratches the surface of what these security devices can do.
Some of the best alarm manufacturers are Clifford, Toad and GT Auto Alarm. You can get alarms that are cheaper then these companies make but if you have got a lot of tools in your van you really need a cat 1 or 2 to protect them.
Hope this helps
Regards
Woody