Great thread.
Recently I've seen simple vibration alarms for windows, small round discs that let out a piercing scream when the window they're stuck to is tampered with. They're obviously marked, adding to the deterrent factor. I don't think I'd put them on every window, but on the weak ones, no doubt.
The most important home security tool you've got is your mind. Think like a burglar, or a child molester, for that matter. In too many of these cases the perpetrator is known to the family. Quit getting your neighbor's 'friend' that just moving in to fix your van. Identify those habits that leave you open to attack. Identify the weak points in your home. Every window is not alike, for example. In my house every window takes two hands from the inside to unlock and raise and they're hurricane-strength glass; every window except for one bedroom, an add-on built 20 years after the house but not refitted with newer windows in the redesign. When I have to break into the house after leaving my keys inside that's exactly where I go, and so would a theif with a half a brain. It pained me, for further example, to realize that all the doors in the rear of the house, the side no one can see from the street, were deadlocked, but the locks are in easy reach for anyone who breaks the door's window immediately above the lock! I felt even stupider for not realizing that simply locking the screen door would improve security at those points exponentially since getting through one of those is possible, but not without some time and effort.
I'm by no means an authority, but I'm thinking a lot about it lately too. With spring in the air I've gone two months without heating or cooling,b ut I'm leaving windows open. Just the other day the backwoods country girlfriend says "Why are you leaving windows open while you sleep in other rooms? Anyone could come right in as you sleep and shoot you dead before you even wake up. They could even use your own gun!'
Obviously, there's the M, but if you're like me you give someone in the house a couple of options (here a bat, there a tire iron, everywhere a blunt object) if you don't get to them first.
I'd concur with all of chef's suggestions, and add one for discussion: wireless cams. In GB they're everywhere, and in the U.S. they're growing rapidly. Why, just the other day I was standing at the window with my lover, naked, wondering aloud at the state of our Union. I had no idea the picture on the wall hid a camera! OK, seriously, beyond Big Brother, the things are cheap and available and could monitor driveways in the dark, etc. Any thoughts anyone?
P.S. I caught a show the other day on Discovery called 'It takes a Theif' that offered a rich family consultation by a pair of ex-burglars. It hit on most of the themes I think we're mentioning and, I hope, convinces peope they're not nearly as safe as they think they are.