Citizens arrest. Just make sure you are 100% sure they stole. Inform them what you are doing loudly enough so everyone around you is aware of whats happening and can be used as a witness if need be. Provided you have caught them red handed and don't do them any significant physical harm the cops wont charge you as it is your right. Excerpt below is from law website and is meant for education purposes only and is for NSW. State law will most likely vary.
All States have a legal basis to make a citizen's arrest. In NSW it's under Section 100 of the Law Enforcement (Powers and Responsibilities) Act 2002. It reads:
A person (other than a police officer) may, without a warrant, arrest a person if:
the person is in the act of committing an offence under any Act or statutory instrument, or
the person has just committed any such offence, or
the person has committed a serious indictable offence for which the person has not been tried.
A person who arrests another person under this section must, as soon as is reasonably practicable, take the person, and any property found on the person, before an authorised officer to be dealt with according to law.
Police strongly advise people not to even think about doing it if it could put you or other people in danger. You aren't entitled to search the detainee or their property. You can use only "reasonable force" to detain them force that is "reasonable" to the situation.
There's also a catch in the law. You can't detain someone too violently as you have a "duty of care" to the person you detain. You also have a "duty of care" if you decide to release a person before police arrive. A juvenile should only be released into the care of a parent, guardian or police.