I have one of those stick-on address labels with my name and address, on the back part of the frame, below the push handles. I also leave the "Gate Delivery Wheelchair" tag from the airlines, on, as they'll usually put my first and last name on the tag, along with the destination of which gate to leave the wheelchair at.
In the last 3/4 years since I've brought my own wheelchair (Quickie 2), the few times my family and I had to leave it in "Stroller Parking", or outside of the Mexican restaurant by the El Rio De Tempio ride (bad accessible entrance for a wheelchair, and hard to navigate through the aisles with it), we haven't had any worries about it being taken. It truly shows that it belongs to someone, because of the stroller handle extension that's attached to the push handles, and the fact that it has a seatbelt in it (along with the cushion, and tension-adjustable backrest), and I don't think anyone would want to mess with someone's personal wheelchair, rather than taking someone's Disney park rented wheelchair, mistaking it for theirs.
I too, had worries about wheelchair theft, when I first brought my manual wheelchair, as the insurance company would've probably had to give my mom a lot of grief about replacing it, when they consider my power chair to be my "primary use wheelchair", and consider my manual wheelchair as a "backup". But, I didn't have to worry, once I realized that it was safe to leave it at the places we had to leave it at. And sometimes, my fiance' Dan left his brightly colored sweatshirt/coat, hanging on the stroller handle extension, and still nobody bothered it.
Samantha