On my Pokemon Mystery Dungeon Blue, I've stolen from Kecleon too many times to count.
Usually, I'll rob him because I want to try and recruit one. I've robbed him in numerous dungeons countless times using my Venusaur, but unfortunately, not a single Kecleon has asked to join my team. (And I'm not getting a Kecleon any time soon, since I can't find my game.)
Sometimes I steal if I'm low on money. But this is rare, as I always have plenty of money stored at the bank, and I don't go for the more expensive items at the Kecleon shops usually.
I only steal items I find useful. Generally, I end up stealing food items such as apples and gummis because I always require them when exploring dungeons, particularily the larger ones. If there are any useful orbs, such as Escape Orbs, then I sometimes take them. I almost always take Max Elixirs too, as I am constantly using them up. Lastly, if Kecleon has any Reviver Seeds, I'll take those for they're handy when going into the 100 floor dungeons.
On Pokemon Mystery Dungeon 2, I have not stolen at all from Kecleon. My Pokemon are only around their late twenties/early thirties, so they'd probably be one-hit KOed by Kecleon. Once they get stronger, however, I'll probably steal from Kecleon shops a lot.