As a romantic suspense author, I spend a lot of time writing about ladies in peril. And by that token, I have to get them back out of it. So I'm going to use one day a week to talk about self defense and protecting yourself in various ways.
When it comes to protecting yourself (and your shtuff) at home, the idea is to make it more of a hassle than it's worth for somebody to break in. This means you don't want to get an alarm system and then say, "Hokay, done!" You want to have multiple layers of defense in place so that anyone looking to break in has to put in that much more effort and take that much more time - therefore giving them more opportunities to get caught.
A security system is a good idea. At minimum, a sign from a security company can act as a possible deterrent. Good locks are unfortunately not particularly useful; someone looking to get in your house is more than likely just going to break a window and either climb in or reach around to unlock your door. Good windows are very useful; hard to break windows are fantastic, and using the right kind of curtains is more important than you think. Don't give someone the opportunity to walk right up to your house and stare inside. Hang thick, opaque curtains.
Consider a dog. Just having the threat of something annoyingly yappy can help, as can the warning that barking will provide. Noise of other kinds can help too - if you leave on the TV or radio, it creates ambient noise that makes the house feel less empty.
Of course, none of these methods are foolproof, but then that's the point. If one particular method of home security worked, nobody would use anything else. The idea is to make your house seem like a difficult, unappealing target. Operate on the more is more principle. Whatever you choose to do, do a lot of it. Make your house such a pain in the butt that nobody can even be bothered to attempt to wade through the thorny bushes and storm the gate.