- Lock your windows and doors at all times.
- Trim back foliage that obscure windows and doors from the sidewalk.
- Ensure you have proper exterior lighting. Shadows = bad.
- Don't leave stuff like tools lying around the outsides of a house. Brooms or longish poles are great for reaching through a cat door and jimmying interior latches and deadbolts open. It's very, very easy with some practice.
- Get a dog that barks. A big dog, a little dog, whatever. Just make sure it barks (proactive alerting & will let the burglar know you aren't the "slowest in the herd").
- Get a (legitimate actual alarm company) yard sign and place it in your yard.
- If you're a gun person, avoid NRA/Glock/I'm a gun-toting bad ass stickers on your vehicles, house, etc. That suddenly makes you a more lucrative target worthy of greater risk.
- Don't leave the boxes for your new plasma TV, Mac, etc out front, visible. Maybe don't have Apple stickers on your car. That lets me know you like to spend money on gadgets that fetch high resale value.
- Get to know your neighbors. Arrange an agreement with a trusted one to keep an eye out for each other when the other is away.
- Case your own property as a burglar would. Pretend you forgot your keys.
Then, after you take care of the preventative, start looking at reactive solutions.
Source: I may or may not have been a miscreant in my youth.