The other conversation to have is about not sneaking in the house in the middle of the night, you could get shot. Knock on the door and a parent will let you in.
If home alone, my conversation is about opening the window and getting through it, go to the neighbors house. Get out of the house.
If parents are home, shut your door and wait. Be ready to flee. We'll give you instructions.
Burglars in the yard, turn on all lights and call the cops. Be ready to flee.
The thing is, it's like the drunken teenager pounding on the door of the wrong house at 2AM. You don't know it's a drunk kid, and you don't know whether he just wants to crash on a couch or kill and rape. Same with 'burglars', you don't know if they are burglars or kidnappers, crazed killers, or what. You have to assume the worst and act accordingly. When you call them 'burglars', you are ascribing a more benign intent to their behavior once inside your house than may be warranted.
I put a deadbolt lock on every bedroom door in the house. Yeah, the kids can lock me out and make me get the key on cleaning day, but they can also gain time to flee if necessary. I also put sturdy doors, not cheap hollow core crap, on each bedroom entry and the hall bath entry. The closets and such are lesser grade, but matching style. That and deadbolts were about $1200.