That's a very cool question! I don't think I would steal anything even if I had the ability, I can't think of any object I want enough to break in somewhere and steal it. It's not the fear of getting caught that primarily stops me, it's just not wanting to do that to another person.

I can't think of any very clever examples of something portable, very valuable yet not so famous it would be impossible to sell. And even that's just an over-elaborate way of stealing money, so not very interesting.

I might break in to a famous library and just handle and read one of the really valuable and beautiful old books that they keep under glass, but I wouldn't keep the physical copy for myself. And that would be a bit risky because I'd spend ages looking at the book instead of making a quick getaway!