You know, pickpocketing is available for NPC's too ;-)
What other, non-magical items have you tried giving them? Note that powergaming type does not mean the tournament-player type of gamer, it's often easy to misjudge one for the other.
Giving them a corsair vessel of their own might be merely a massive hook-up tool for DM, but a priceless property for players, same goes for a lair.
Try customized items that match their playstyle, and compliment their characters. The player that leads a fighting class might really like some kind of weapon that is considered to be exotic type. He won't cough up the feat, especially if the weapon itself isn't powerful, but it could make him happy to think he's wielding a machaira instead of shortsword.
I love how guns are presented in Pathfinder - bloody expensive, unreliable, hard to operate and with slim chance of doing massive damage. But that's the exact description of wet dreams of some people (it's a tricky one though - other players might not like the idea of a gun in fantasy).
Value is a relative term. Take 4/5 from a man who has 10 mils and he'll think he became a beggar. Give a 100 to a beggar and he'll think he became a rich man. You need to give them a feeling of getting a lot, which means it has to be more than they started with, it doesn't actually have to be a lot. Items with charges are a great tool.
To some, a mansion, vessel, treasures, hell - even a kingdom - anything that can't be taken with you when running away is merely a trinket and is of no real value, and this might be the case with your players. There are ways of making those things more permanent. It's particularly easy in 3.e / Pathfinder, sadly it'd be harder to do in 4e - but you could implement 3e spells and offer them in exchange for high-end daily utilities (I'm guessing you're playing 4e?). Check out Leomunds secure shelter/secret hut/secret chest for the general idea. Maybe items with effects of some more mundane 3.x e spells?
