Firstly, we call know that the quincy can steal bankai.
So why not steal the shikai? Wouldn't it be a lot more efficient to steal zanpaktou through shikai release? The reason (I believe) is because they can't. If you recall from the past, to go bankai, there is a necessity. You have to have your zanpaktou spirit materialize in the real world. Usually, the zanpaktou spirit resides in the shinigami. However, for bankai, the shinigami's zanpaktou spirit has to live outside himself/herself. So essentially, you are splitting up the shinigami and the zanpaktou.
Now, we also know that quincy can gather spirit particles and condense them. So if you put two and two together, it becomes awfully easy to understand that the quincy aren't stealing just a shinigami's bankai, but also his/her zanpaktou. It is also easy for them to steal the zanpaktou BECAUSE the shinigami go bankai. (In other words, everything would be fine if you don't go bankai. xDD) They are trapping the zanpaktou spirit inside their medallion, pretty much.
Shinigami calls on bankai. Zanpaktou spirit splits from his soul. Quicy steals and seals it. (To sum it all up in three simple steps)
This brings me to the possible countermeasures.
There are a few people, on whom this wouldn't work. Besides Ichigo, there are more captain class fighters who can fight the quincy without getting their zanpaktou stolen.
But, let me address Ichigo first, as he is a different case.
Once again, if you remember correctly, Ichigo's zanpaktou was forced to materialize in the human world through Kisuke's device. So his zanpaktou doesn't exactly split from his soul. Ichigo's bankai if much different from others in that rather than splitting from his soul, be becomes part of the zanpaktou. Ichigo himself states that his outfit/costume thingy is his spiritual pressure. So, in bankai, Ichigo and Zangetsu become closer rather than split apart. Of course, when they become even closer and become one soul, we have one of the most awesome techniques ever: Final Getsuga Tenshou.
So, the reason quincy can't steal Ichigo's bankai is because his zanpaktou spirit doesn't split apart from him. Rather it becomes closer to him.
Onto the other possible "immune" people then.
First, Yourichi. She doesn't even use a zanpaktou. (She has one, I'm sure but doesn't use it.) She is also captain class, so she will play a big part. She also has shunpou
Second, Soi Fon. Unfortunately, her zanpaktou is stolen, so she can't use her shikai either, but she still has shunpou.
Third, Zaraki Kenpachi. Monster. Doesn't even HAVE a zanpaktou. Hard to steal something that doesn't exist.
Fourth, (only a possibility) Isshin Kurosaki. Isshin's zanpaktou (Engetsu) is a lot like Zangetsu, so I don't think the quincy can steal his zanpaktou.
Fifth, (only a possibility) Urahara Kisuke. Kisuke was the one who originally used the device that forced the zanpaktou to materialize in the real world and gained bankai through it. It's only a slight possibility but Kisuke's zanpaktou might act like Ichigo's and become closer to him rather than split apart. (I'm assuming here that Kisuke's device was the thing that made Ichigo's zanpaktou spirit unique. Ichigo's zanpak doesn't split from him in bankai either because of that device or because zangetsu is a special case.)
Sixth. If my theory is right, then any of the arrancar could fight the quincy. They don't even have a zanpaktou spirit. I'm not too sure about this, though. Someone can correct me.
Also, I don't think zanpaktou can be stolen if the shinigami use their shikai. Of course, it's awfully hard to beat the sternritter with just shikai, but still better than losing your primary means of attack. Also, some shikai are strong. (like Shinji's shikai is pretty confusing. xD)
I also have a really small theory (if you can call it that, it's more like an observation) on how the shinigami can prevent their zanpaktou from being stolen, but this post is really long so I'll post it in this thread if people care. xD