OOh I know what they will do, they will stick a small explosive on the nunchuck, and have a sensor to determine how far it has gone away. That way, if somebody tries to take the nunchuck oustside of a 30 foot radius, the nunchuck would explode!
The only downfall is they would still lose the controller, but the theif would probably never steal a nintendo product again! (especially if the nunchuck was in his front pants pocket when it exploded)