We have a few different measures.
First off, we're in a rural area, so right there, kind of limits the possibilities (opportunity).
Our first line of defense is fencing. From most directions, a burglar would have to get over at least two different fences (most of which have barbed or thorny plants along the fence line).
Or next line of defense is a really nosy (but nice) neighbor, who likes to call us up when anything looks out of the ordinary. (she knows we're armed and would protect her too).
Then, we have motion detector lights all around the property, that could alert us (and provide inconvenient light).
The exterior windows, some have decorative iron bars (eventually all will), but all have barbed or thorny plants under them. The exterior doors are all very solid (the shop one is even metal, though looks normal), and have top and bottom slide locks to help secure them (these are in place at night). The front door and side doors all have deadbolts and kickplates. Coming in from the side door, you'd actually have to get through TWO deadbolted doors. We don't forget, as it is a matter of routine.
We have battery operated alarms on the doors and windows. We check these periodically to refresh the batteries.
The next line of defense is the weird layout of our house. Light switches aren't where one would expect, and even we got lost the first couple of months here. Good luck to an intruder in the dark.
I have a Malucan Cockatoo (loudest bird on the planet, literally) that will make a huge racket if she hears someone go through the kitchen (the central room of the house) at night (which is why we have a mini fridge in our bedroom, to avoid that for late night drinks or snacks). Plus, we have 4 chihuahuas that make a racket if a stranger was in. Finally, our Lab/Chow will do more than just bark, and would pretty much tear up any intruder. (He sleeps at our bedroom door).
Inside the house, the interior bedrooms have had the door locks replaced with actual exterior door locks (not the kind you can open with a kitchen knife, like standard interior doorknobs). Eventually, we'll replace the doors as well with more sturdy ones. In the master bedroom, the walk in closet doors have exterior door locks as well. Eventually, will replace these doors first, to kind of make mini panic rooms, but for now, they are still pretty decent. I lock up my guns when we have company that includes children. My wife locks up all her medications (our son is pretty Emo, so we don't want him getting stupid and trying to hurt himself either way).
We're really big geeks, and our Living Room has a medieval theme that includes functional swords mounted on the wall, that can be drawn and used. The Dining Room has a couple of sabers that can be drawn, and the main guest bathroom has an Oriental theme, with numerous mounted weapons (samurai swords, pairs of sai, etc. ). Our bedroom has some mounted weapons as well, so pretty much each room has some kind of quick weapon at hand.
Finally, anything else of real value (our TVs, appliances, and furniture are all expensive, but not exactly portable, especially as the TVs are wall-mounted), such as cash, expensive jewelry, deeds, titles, etc. is all in a hidden safe, so not going to find that without some real effort either.