You know, picking up other people's brass and keeping it is just plain rude.
When I pick up on the range, I try to recover all my brass, within reason. And everything that's in my immediate area also gets picked up, whether it's mine or not. BUT, if it's not mine, or if I otherwise think someone next to me has brass in my area, I'll ALWAYS ask them about it.
Many people don't care...heck, many people simply let you have their brass. But some DO care, and rightfully so.
Policing brass is just as much good sportsmanship as anything else in a sport.
MARKING RECOMMENDATION:
All the marking ideas here seem a little bit too time consuming for me. If your ammo comes organized in boxes, open them up and simply run a sharpie marker down the base of the cartridges. Use a ruler, if you want. "Zip, zip, zip, zip, zip" and a box of 50 is marked, that fast. .223 that comes in 20 round boxes goes quick too.
Bulk packs, however, won't go that quickly, obviously.
I suppose you could bait a few, if you wanted. Get some empty brass, mark them uniquely so you'll know them if you happen to pick them back up, then mix up a batch of JB Weld and put about 1/4 inch or so in the bottom of the cartridges.
Let 'em try de-priming and reloading THOSE without breaking a few depriming pins.