I had a great time selling at the flea market a few months ago, but wasnt aware of any stealing. There were two of us manning the stall and think we were both pretty well organised.
My tips:
1 - Get there by 6am (we didnt, and paid for it with our legs - long walks to the car - think the OH didnt believe me when I said we should be there THAT early and that we needed a flat bed trolley).
2 - pack as much as possible into suitcases/trolley bags with wheels or get a flat bed trolley.
3 - pack plenty of water and snacks
4 - fight off the early birds when setting up - they are usually sellers from another stall (especially electronics)
5 - ENJOY - it was hard work but we made some good money, got rid of lots of stuff, and enjoyed having a productive day rather than the usual weekend of pottering at home (or shopping at the mall for more 'stuff').
If anyone is planning to do the flea market at Safa Park in March I would happily share the stall and cost, as I have now had another sort out so have more books, DVDs, clothes etc to sell. Email carolynbutton at hotmail dot com