I would say you have to be firm, straightforward and honest with the neighbours and say if you even get a sniff of something dodgy again you'll go to the police.
My family has had neighbour trouble(I'm 17 and still at home) and we've had things thrown over our driveway weekly and a hammer put through my dad's car window, obviously we can't prove anything but it happened within a couple of days of an argument with them.
if you think these neighbours are the type to do this sort of thing then speak to your local copper/PCSO, just so they know that if anything goes on they know who to speak to, also recommend getting some cctv installed