I had this problem very recently when i was doing the Stealth Pen thru Dollar. The hecklar proceeded to reach for the pen. THen before i ditched the gimmick he asked for what was in my hand. I ditched it as fast as i could but he caught me and asked for whats in my pockets. This was not looking good and i found myself getting very frustrated and angry with the hecklar. I asked him very politley if he thinks he can bust me up again and proceeded to do "That's It" from ETMCM. After which he never bothered me again.
Basically i try to pull the hecklar into the spotlight with me.
I agree with what bjjrick says, don't get mad at the hecklar, be the biggar nicer magician. People like a nice magician.
Some people don't like to be "fooled" or think they are faster then the average person.
Magic, is like customer service, you got to take the good with the bad.
But you can't get mad back, or you'll run everyone off, and word spreads.