In short, make you house more difficult and less desirable to break into
than your neighbors.

Physical security is best. Bars on doors/windows. Locked fence. Etc.

Then at least alarm stickers all over the place. This will discourage them.
Get stickers/signs here...
http://needdecals.stores.yahoo.net/homsecsigand.html

Cameras (along with signs) even if not connected can get them to go
elsewhere.

If you do the above and they still break in (very bad areas), then get high
security locks (Medico), an alarm system, and/or real cameras with 24 hour
recording. Alarms in yellow pages (security), cameras and recorders here...
http://www.cctvdynamics.com