My place got robbed in June 2009. I've taken several measures to prevent it from happening again. The robbery was pulled off by breaking a hole through a lexane window, climbing in, and unlocking the back door. I think they put a little kid through the hole in the back window because it was a tiny hole to queeze through and they stole a few toys I had lying around along with my electronics.
Renter's insurance. I wish I had that before the first robbery.
I chained my computer and my TV to the radiator. The chain is actually very well hidden, so it doesn't look too awful. The chain on my computer goes in through a PCI slot to a giant padlock, so if they wanted my computer they'd have to either tear apart the case, cut the lock, or take apart my computer piece by piece. The chain is pretty darn thick... I couldn't cut it with bolt cutters and it took about 5 minutes to get through with a grinder.
I put a protector over my door lock, and bars over my back windows where the break-in happened. Lexane is nice, but it looked like glass. It doesn't deter people from trying to break in, it just stops them once they try. And when it's fastened to a crappy wooden windowframe, the frame just gets torn out. The bars are attached directly to the brick
Oh, and I got a dog.
I also tell my neighbors when I'm leaving because they noticed my back door was open and my window was smashed for 36 hours before telling my landlord about it.
I wrote a home security system using VB.net and PHP. The VB application runs on my home computer, and has a camera that looks down my hall. If it detects motion, it takes a picture, posts it online to my PHP script, which sends a text message to my phone with a link to the image. Then, the VB application plays a really loud alarm sound.
If you're interested in using my system for yourself, send my username a gmail and I'll hook you up with a download. I warn you, though, it's fairly customized for me and might not work on your computer.