Your local police department can do a security survey giving you a list of inexpensive recommendations to improve home security.
At the very least, have a trustworthy locksmith go through the locks in your home. When a builder have properties under construction, they master key the locks and have what are called "protecto" balls inserted such that they can issue contractors a single key for all the properties to be worked upon. When the homeowner's keys are used in these locks, the protecto balls are trapped in dimples on the plug effectively disabling the builder's keys issued to the contractors but a savvy construction worker could have a key cut with just one cut slightly different from that of the builder's key and such a key would still be able to open the locks. A good locksmith would dump out all the master pins ensuring that only your key could open the locks. I went through my locks myself to re-key them and sure enough, found both protecto balls and master pins. I also found that although the type of locks I had came from the manufacturer with three anti-pick security spool pins in each lock, only one lock had a single anti-pick security pin and half the locks were pinned with only five pins instead of the six pins they were supposed to be pinned with. The builder's do not have the same interest in your security that you do, you need to either go through the locks yourself or better yet have a trustworthy locksmith go through them.
Alarm systems do not need to have a monitoring service, the alarms have modems that dial the monitoring service through your phone line when there is an alarm, you can program them to dial your cell phone and then it's up to you what the level of response should be. Couple this with some web cams so that you can see what's going on remotely and you can decide whether or not to rush home or call the police.
Most phone lines just come out of a hole in the side of the house and run into the ground over to the telco pedestal and can be easily snip by wirecutters preventing the alarm system from dialing out. Have an electrician install a padlocked metal box over the hole that the phone line comes out through and run the phone line in an armoured conduit into the ground. The same is true with the cable line.
To prevent burglars from smashing through your windows, have security film professionally applied to your windows, the windows will still shatter but the film will hold it together so they will not be able to break through.