I use an engraver to mark my name some where on my skis where it will not mess anything up, on the side wall usually. Then I get some ugly ass stickers, my favorite is these Boeing 777 stickers my dad got at work. They make the skis look cheap and used and people are a lot less likely to steal them. If you never plan on selling your skis get some gray spray paint and do some random spray paint on the top sheet.
And if you are vain like most skiers, you fucking skittles, then when you put your skis on the rack mix and match them with your buddies skis. If some one is going to steal them it will take them a while to get both skis and make it more likely that they will get scared or some one will see them.
Lastly try not to take your skis off at the base, bring a lunch and eat at the lodge at the top of the hill. And if you do take them off at the base lean them up against the window and not in the rack, again thieves are looking for easy opportunities and the more risk you make the less likely you are to be victimized.
Sorry for the long post but one more thing. Get a lock if you can't afford new skis because one thing to always remember is that if something is stolen in the end it is your fault for not securing your shit.