They should be scored relative to the rest of your scoring system. However, they should not be worth much at all.
If you're looking at sabermetrics, SBs are a net negative until success rates get rather high. Mendoza scoring, which uses relatively current data, values a stolen base at .180 runs while being caught stealing costs a team .320 runs (that's -.320). Mendoza says that for a player to just break even, he has to steal 1.78 bases for every 1 time he is caught for a success rate of 64%.
Just to put that in perspective, their system says these events are worth these run equivalences:
Single - .500 (2.77 times a successful SB)
Double - .720 (4.00)
Triple - 1.040 (5.77)
Home Run - 1.440 (8.00)
Walk - .340 (1.89)
HBP - .340 (1.89)
IBB - .250 (1.39)
Sac (hit) - .040 (0.22)
Sac (fly) - .370 (2.06)
As you can see, every type of hit is worth way more than a stolen base. Shoot, every event except for a sac bunt is worth more than a stolen base - and that's before you start subtracting for the times when they are caught! So what I'm saying is that your scoring for SBs needs to be relative to what you're scoring for hits. That chart, if you're so inclined, indicates that no matter what, your point system for SBs should be minimal.
You can see the entire Mendoza rule book here
(you'll download a .doc file when you click that).