Use a pickproof locking device for your windows. Make sure the frames are solid. If you're beyond the earshot of your neighbors, they won't hear the glass breaking. Consider installing a Plexiglas sheet for the more accessible windows. This will make entry through them more difficult.
Basement windows are an easy target, since they're low and usually well hidden.
Firmly wedge a steel bar across the window, or install a metal grate. Secure the doors All doors should be solid core, and can withstand being kicked in. The bolts in the locks should always be solid, not hollow metal. Insure the door frame has a metal strike plate, which is secured by a minimum of six, three inch screws, which are screwed into the solid door frame. This will provide extra protection from a burglar kicking in the door, and reducing his ability to pry the door lock.