You could use zinc which is harder to remove once pointed in due to it being less flexible and harder to cut without the risk of injury. Whatever you use, it's probably worth painting it, and any way up, with a load of vandal grease to irritate any would-be burglars as much as it irritates you! You could also leave a load of broken glass up there in the hope that they injure themselves (preferably mortally). If fuel prices weren't so heavy, connecting the flashing to the mains would be a further option!!
swidders
August 2008