The vast majority of home burglaries occur during weekdays, between 9:00am and 4:00pm, when the thieves can be best assured there is no-one home. They mostly just want quick access to your goods that they can cart away in a nearby waiting stolen car. Mostly, they will use a ploy like knocking on the door to see if anyone is home, and even go around to the back of the house to do the same.
In my neighborhood for example, recently there was a break and enter gang operating who would (after knocking on the front door) simply kick in the front door itself! Making that level of noise makes it likely that they know that they don't have much time to spend in the burglary, as the noise may have attracted potential witnesses.
This is why it is a good practice when securing your home to think of every possible little thing you can do to cost a burglar time -- remember, the two biggest enemies of a burglar are: a) time and b) visibility.
How To Protect Your Home From Intruders
First place any burglar will usually go, are the bedrooms, beginning with the master bedroom. There is good reason behind this: most folks store their valuables like jewelry and cash in their bedrooms.
Please, do not do this! If you have extra jewelry that you do not wear, get a safety deposit box to store it.
If you do have an alarm system, consider putting a deadbolt on your bedroom, while storing your valuables elsewhere. By the time they get the door open, the police could well be alerted. Again, try to cost the burglar as much time as possible, and make it so they have to make as much noise as possible, thus costing them in terms of visibility.
The next stop for them will likely be the living room or computer room or home office. Make sure that your PC data is always backed up on a remote server, and the PC itself is bolted down. Same goes for big screen or plasma televisions and home electronics. Make certain that all of your possessions are labeled with an etching tool, and you have pictures of them (for the police to identify), which again you can upload to a remote server.
Take photos of all your credit cards and identification as well. If you own your home, think about getting a floor safe also. Do every thing you can to cost them time and make them as visible and audible as possible.
Remember, the more time it takes the burglar to enter your home, the more noise and time it takes them, the greater the risk of them bringing themselves to the attention of others. In the end, there is no such thing as a burglar proof house, but if you make it so that your house does not look like an easy target - one which will take longer and require more noise - it might just deter a would-be residential burglary into your home.