number I sympathise - there is a lot of good advice here already, but if thieves are determined then they'll probably come back. It does sound more like a targeted crime than an opportunistic one, as they obviously brought something to cut the chain with. Contact your local crime prevention officer and ask for some advice would be my suggestion.
On a slightly funnier note, some years ago my husband was working on our car attempting (unsuccessfully) to fix a problem. He left it overnight and awoke the following morning to find it missing from in front of the house. How we laughed when we found it just around the corner - which is obviously as far as they'd managed to get before it conked out again. (Last laugh was on us though as eventually it was stolen from the city centre one day.)
How to be happy - 5 golden rules
Sense or vision of my late dad?