I have had tubs in my front garden for many years and never had any taken or damaged. I guess it depends on the area?
Unfortunately theirs not a lot you can do to deter thieves as if the pot is anchor they may just lift the plants. If your neighbours have theirs taken thats an indication that yours might go too?

Wind damage is more probable than someone stealing your plants and tubs.

Fire bricks are very heavy but are of the same size of normal bricks- they would be my choice to weigh down tubs.

The problem with making them very heavy with bricks etc makes it almost impossible to move them about the area which is what I like to do to ring the changes.

If you really want to anchor them down, {Ipresume they are on some sort of paving stone} drill a hole in the paving which will be underneath the drainage hole, get a strip of metal not as wide as the drainage hole, but almost as long as the interior of the planter at the bottom, drill a hole through the centre and screw it down from inside the planter, this should deter a casual or opportunist thief.

If it does turn out to be a problem how about having window boxes and/or hanging baskets at first floor level, that you could water from the bedroom windows? You could then perhaps have some plainer less nickable shrubs in tubs as a background.