While I do support the idea of screwing with this guy, I'm going to err on the side Oneway is taking. Hurt this guy and it's gonna cost waaaaaaay more than a few good cigars. That noted....What's this waste of oxygen doing while you're not at home....he's apparently got allllll day to plan something out. As oneway said, I'd take the route of least resistance. I'm only 27, and still enjoy getting myself into a spot or three. But in this particular scenario, I think the advice to tape him doing it and turning it into the PD is wise. My evil side says stuff a M-80+ in just past the visible point...but that's the evil side. The sensible side says don't resort to something potentially harmful to said dude (loaded parents, unless they just flat out gave up, could be a problem).
The "readymace" motion activated device someone suggested could turn bad as well. Sure it's the middle of the night, but what if the wifey has to go outside for some random reason....It'll nail her the same as it would him....House catches fire...the neighbor trying to wake you up (even if you were already) will be getting a nasty surprise.
I'm all for getting even, it can be quite entertaining. But wealthy parents of a dumb as dirt kid can be more problem than you probably want to get into.
It's all fun and games until you hit 18, then they toss you in with people you'd rather not associate with.
Do what you want, and if you go the dirty route, by all means video it and share it. I'm in a castle doctrine state, someone comes rooting around the yard after the sun goes down, will be met with a .45. Not gonna shoot them for being on my lawn, but they better realize that they should be moving on. Now if they want to go all crazy (especially with my girl around) then we have a whole new ballgame.
In short. This waste of oxygen isn't causing you -that- much grief. I'd be pissed if some homeless guy decided to clean out my ashtray, but thankful for him cleaning it out. How bout just taking your un-smoked portion in the house?
Path of least resistance. Wealthy parents, stupid kid, not a good scenario to implicate yourself in. I'm with the tape it and turn it in crowd. Not like you can shoot him for ganking your cigars...unless you're in Texas...then it might be different. In short, have fun with it if your local laws allow. Elsewise, get the cops involved. And if that doesn't work, well, skys the limit, just be ready for whatever this guy might have on his mind while you're at work, especially if a wife and kids are left at home.