It's always part of pitchers job to control the running game.  This includes a number of different skills such as:

• Knowing runners speed
• Having a good pick off move
• Disrupting runners rhythm by changing set times 
• Being quick to the plate

It is also important to know when to focus on the hitter.  If pitchers get too preoccupied with runners in situations where the runner shouldn't be the main concern, they can loose focus on the hitter and an inning can get out of control.

Situations where the hitter should be the main focus mainly depend on the game situations such as:

• It is a more than a 3 run game 
• With 2 outs and 2 strikes
• Struggling with pitch command
• Bases loaded 

Situations where the runner should be focused on mainly depend on the game situations such as:

• Close game
• Steal second base with 2 outs
• Steal third with 1 out 
• Sacrifice bunt 

Pick and choose times to focus on the runner.  The more pitchers focus on runners the better chance they have of making a location mistake to the hitter and getting in deeper trouble.  If the situation dictates that the runner needs to be held close to the bag, don't be afraid to slow the game down a little, disrupt a runners timing, and give the catcher a chance to throw a base stealer out.