If you come home and see signs of a break-in DO NOT enter the house. Raise the alarm.
If you wake up and hear an intruder in any other part of the house, immediately try and get everyone out of the house and raise an alarm.
If you wake up and see / hear an intruder in your room the smartest thing to do is to pretend you are still sleeping.

DON’T PLAY HERO - IF INTRUDER IS ARMED HE MAY FEEL COMPELLED TO USE HIS WEAPON AGAINST YOU / OTHER MEMBERS OF THE HOUSE.

•All doors and windows must have proper locks and bolts.

•A lock or bolt is only as good as the door it is fitted on. Please ensure your doors and windows are of good quality and have strong grills fitted - these grills must be grouted in the walls and not screwed onto the window frame.

•Ensure the front door has a magic eye and a good security chain fitted on.

•Good security lighting offers tremendous psychological deterrence to a potential intruder.

•Be inventive and store your valuables with care and ingenuity.

•Keep minimum amount of cash / expensive jewelry in the house.

•If other people (previous tenants etc) may have keys to the house CHANGE THE LOCKS. 

•Use only you surname and initials on the door-plate. 

•Whenever you go on vacations stop the newspapers / milk deliveries. 

•DO NOT leave the keys under the doormat / in flower pots etc.

There is no standard solution for this. Each place has different needs / problems that need to be addressed. Get a Security professional to survey your home and suggest suitable options.

In any case, DO NOT attempt to install any devices yourself. Inadequately installed devices are easy to neutralize and will lull you into a false sense of security.