As far as sideskirts, it appears some are meant to attach to factory points and over the oem skirts. On my A! skirts, the original factory skirts were removed and completely replaced. They are held down with very strong double sided 3M tape (used by body shops and such) then fastened at to the factory skirt points (in wheel wells. There no way these could be stolen. The doors have to be open and a heat gun would be needed to soften tape, etc. Actually, if they ever come off, they'd pretty much need to be repainted.
So in effect, some skirts may be easy to "steal" while others would not be.
-Cathleen
P.S. - As for other parts....most kits I've seen are attached at factory points. It would be somewhat difficult to steal these parts, but no more difficult than for someone to steal your factory/OEM bumpers.