As has already been mentioned, if someone wants to steal something from you they will.
There are ways around every security device, and there is nothing worse than being away from your home watching someone go through your things. All you can do is try to deter and insure items so you can hopefully reclaim some of your losses.
You have to bear in mind that if a door for example, is heavily protected, they can and do, go through walls etc, which causes more damage and costs. Bricks are easily removed and not alarmed, and wooden sheds, well, lets just say a couple of freinds keep their bikes in metal sheds now so you cant burn holes in it.
You can buy dummy cameras but they attract attention as already mentioned.
The media purposely generates fear, dont let it control you. How many times have you been burgaled? if you have, look at how they got in and address that.
Nowadays, they will only break in if they know somerhing is there, so be vigilante when leaving or returning home.
Mark