I would want my shit back but I agree that you shouldn't take it into your own hands because even if you find them and give them the beat down you deserve, either:
a) They will go to the cops and you will get more screwed over than you are now or,
b) They will seek vengeance and next time your car is alone, it will be raped.
Side Story: my dad wanted a nice Cd and tape deck for his car and my and my bro hooked him up with one, and almost right away it got stolen, at night, right off the driveway. He got over it and he started looking for something else like it, which he has and is happy with.
This is unfortunate and I honestly think if you have something solid as a lead, something you can really go on, hand it over to the police, vigilante-style justice isn't an option.