Use a pick-proof 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 If you don't have a peephole, install one in the front door. If you have one, make sure that you and your family are in the habit of using it. Don't open the door to anyone you don't know, especially at night. If the peephole is out of reach of your children, keep a stepladder or stepping box by the door for them to use.