This frequently comes up when I play Alien Frontiers: both the Burroughs Desert (for its relic ship) and the Holographic Decoys are hotly-contested commodities. (Yes, it's a bit silly to use the Raider's Outpost to steal the Holographic Decoy so that nobody can use the Raider's Outpost on you except to steal the Holographic Decoy, but it's still a useful move if you have the alien artifacts that are worth victory points.) The trouble comes when I want one of those contested resources; each time I steal that resource, it's useful to me. But if that guy over there is going to keep stealing it back, then it's a waste (and the other players will pull ahead).
So: in a 3- or 4-player game, when should I steal that resource back, and when should I decide I've wasted too much time?