I would say that cages would slow them down, even if you use the roller bar method, just tie a chain around the unit and hook it to a truck. This how some people have stolen ATMs.

I would do the cage thing and put a closed ciruit TV camera on the roof, with the recorder deep inside the building. Maybe even a motion sensing light. Even then you may not stop the problem, you may slow them down.

I have seen on TV where copper thieves have walked in during normal hours at a plant and stolen several thousand of dollars of copper. With plant security walking around, TV camera, and locked doors, where there is a will there is a way.