I'm not totally convinced that the police take bicycle theft seriously enough to scan every stolen bike that comes through their doors. Going by the amount of bikes sold at police auctions I'd be surprised if they even properly checked the descriptions on victims statements.
A good and totally free way of tagging your bike is to take a few pieces of paper and write something like "this bike is stolen, please call 'your name' on 'your number'". Then you put the bits of paper in the BB shell, inside the stem and bars, under the bar tape, in the seatpost/seat tube etc. It's easy for the police to check for (as long as you tell them) and also means if it ever ends up in a bike shop for any work they can phone you and alert the police. Just make sure you tell the shop the bits of paper are there if you take it in for a service. It won't stop it getting nicked, but neither will a datatag.