Remember to lock your doors and windows even when you're home. In some places one third of the robberies take place while someone is home. Stumbling across a surprised thief can be very dangerous. Alarms are becoming increasingly popular. And a wide range are available.
Most residential units make a loud noise if triggered.
Some activate lights or automatically notify the police. An alarm system doesn't need to be fancy to be effective. Anything that brings attention to the burglar's actions should be enough to scare them off. If you do install an alarm, check with your insurance company. Many offer rate reductions.