Their website is straight out of 1990, but Burglargard is a bullet resistant effectively smash-proof invisible coating that can be applied to all windows in your home: http://www.burglargard.com
The nice thing about it is that if you have them install it, it comes with a lifetime no yellow, no peel, full replacement warranty. If you opt to install it yourself, it is much cheaper (Approximately $1 per sq foot), but no warranty, so not as useful.
Also, make sure to get 6" or longer screws to put into external door frames. It ensures the frame is anchored to studs and makes ripping it out via a typical kick the door in attack much more difficult. Stuff like the haven lock (http://www.havenlock.com) also really helps make it more difficult to kick in the door.
Note that these things make a break-in demonstrably more difficult, but they won't prevent it. I see an alarm system as a more passive security device, much like an intrusion detection system. "Hey someone broke in" means someone still broke in. I'm more of a fan of trying to make the act of breaking in in addition to ensuring I have a decent idea if someone does.
Defense in depth doesn't just apply to computers, it is a way of thinking :)