You could go with something like this:
http
/www.sonicshock.com/sonicshock/sonic-shock-overview.html
Still getochkn is quite correct - not much you can do overall. Would not spread the word about your gaming desktop. Keep control of your room keys, watch for people eyeing the system, hope for a responsible roommate(s). Lock in a closet or secure somewhere else if you leave for a few days.
Engrave some small identifying marks (not your SSN) here and there on the desktop. Write down the components and any respective serial numbers. Save somewhere secure.
You might be able to get some sort of theft insurance just in case - maybe as a rider on your home/rental insurance policy. However, read the fine print very carefully.
I...