2) use non-commodity hardware like Oracle SPARC or IBM POWER or HP Integrity/Itanium. Then even if they manage to steal it they most likely will not be able to get the data off of it without specialized assistance.
Edit: Also, don't run Linux on those machines, but their native OS: Solaris, AIX, HP/UX respectively.
This is called security by obscurity. It works until it doesn't, and the guy happens to know how to work that system. Does it make you safer? Maybe. Is it worth your time doing this compared to other measures? Probably not.
It's probably safer to know how to secure Linux than to use a system you are not familiar with.