Most camera's maybe. I'd be interested to see what phones write EXIF, as I would guess phone theft/loss is a more common occurrence. I tried it with my Nexus One but unfortunately it seems that it doesn't log serial numbers in the EXIF data.
Almost every modern smartphone writes EXIF - including Android and iOS.
In fact, EXIF is so common, and so poorly understood by thieves, that your only main fear is image hosts stripping EXIF, or the firmware failing to include serial in EXIF (which is less likely the more expensive the camera).
