Adder was once a well-known thief in his home city, and stole out of necessity to help support his poverty-stricken family. He doesn't steal anymore except on very rare occasions, since he now has a proper job. He definitely didn't enjoy it either.
Colin also steals out of necessity; he's homeless and generally not liked due to his demon heritage, so it's hard for him to fit into regular society. Unlike Adder, he doesn't particularly have any morals against crime, though doesn't enjoy it either. He just does what he has to do.
Crowley steals purely for fun. He does a lot of other crimes too.
Spike is a poltergeist, so naturally he likes to steal things, mostly random objects like house keys, jewelry, photo frames, toys, and coins. He doesn't spend all his time being a thief, though - he also does a lot of other poltergeist-y things like rearranging peoples' furniture and leaving messes in their house.