Secure sliding glass doors with commercially available locks or with a broomstick or wooden dowel in the track to jam the door in case someone tries to pry it open. Insert screws in the upper track going into the fixed frame, to prevent anyone from lifting the door from its track. Secure double-hung windows using a sliding bolt or nail through a hole drilled at a downward angle in each top corner of the inside sash and part way through the outside sash. Secure basement windows well. Check the outside.
Thieves hate bright lights.
Install outside lights and keep them on at night. Keep your house, driveway, barns, and other buildings well-lit at night. Use timers or light sensors that automatically turn on outside lights when it gets dark. Consider motion sensors that set off lights or alarms. Prune back shrubbery that hide doors, windows, lights, and would-be burglars.