It's not really good teaching practice to call the students negative names, even when you catch them red-handed with something they don't own or in a bald-faced fib. In the heat of the moment it may be hard to be tactful, but later on such indelicacy can be trouble. No matter how accurate they might be, many parents and administrators object to such harsh words.
I've found the best strategy is to have the kids say it themselves, like so:
Teacher: "Does that belong to you?"
Teacher: "What do we call that when people take something that isn't theirs?"
Student (usually reluctantly): "Stealing."
Teacher: "And what do we call people who steal?"