As was said, nothing is fool proof, but multiple layers of security make it tougher for the bad guy. Alarms are nice, but given the false-alarm problems, cut wires and the pitiful response time by PDs, their main function is to scare off amateurs. You can do almost as well by just buying the window stickers.
Anyone really concerned about their home security should consider fencing their yard, getting one or more big ugly dogs, and posting signs that say "Danger! Guard Dogs!" (down here, you ought to add, "Peligro! Perros Bravos!" and maybe a picture of a barking dog for illiterates). Bad guys hate big ugly dogs. The most secure home I ever saw was a guy in Texas who bred Rottweilers and Mastiffs. There were about 20 dogs inside the chain link at any time. Even Jehovah's Witnesses passed him by.
For when I'm not home, I like the "hurricane shutters" on my house. They roll down like little garage doors over the windows. A window is the most common means of nefarious entry.
I also have motion-sensitive floodlights. Twice they have come on late at night and alerted me to a prowler. If you want to get fancy you can rig a bell next to the bed that comes on if a perimiter light is activated.
For those who don't like guns, I suggest a secure room with no windows and a stout steel door. If invaded, get in there with a cell phone, call 911 and wait them out. These also make good hurricane/tornado rooms.