I have some X10 motion sensing lights. The nice thing about these is that if the motion sensor on one of them detects motion, it can send a signal through your house wiring to any other units to turn on. Soooo, if Joe Badguy sneaks into your front yard and triggers the motion senor, the lights on all four sides of your house go on. He has no place to run and hide around your house and will probably seek darkness in someone else's yard. If he sees one light come on, he knows its a motion sensor. If all of them come on on all sides of the house, he's thinking someone has hit the panic button and is more likely to leave. And that's what you want.... scare him away.
Also, get an alarm system AND ARM IT, even when you are home. Ours has gone off once in 22 years and that was because someone broke into the garage on a cold, snowy night. The footprints in the snow indicated they parked down the block and went house to house and vehicle to vehicle until they found our weak overhead fiberglass door. They broke it, lifted the door, the alarm shrieked, and by the length of the stride in the snow, they ran real fast back to their truck and drove away.