If I were in Team Rocket, I'd probably quit, because I'm not tough enough to handle all that crookery...
Eh, I'd just get in an alliance with someone good, and let him cover me all the time. Dunno how I'd pay him though...
If I was in the main gang of Rockets who follows Ash around, I'd probably come in costumes, get my hands on what had to be stolen, then run off without revealing myself, leaving the twerps not knowing what hit 'em. Ash is really lucky his opponents are so full of pride, because if they didn't announce their presence, he probably wouldn't ever be aware of it.
But stealing ain't my thing, so I probably would just stay out of it. Plus, nasty poison pokemon would likely make me ill.