When I lived in Chicago, I had my car broken in to.
All they took was a $25 TAPE player. How they broke in...smashed out my rear passenger door vent window, which cost me over $350, to fix. Also had a crack head (literally) neighbor, try and break into my house one night...till he was met with my 110lb snarling dog and a shotgun, in my hand.
In my opinion, break ins and people stealing things are never going to stop. It's a way of life and something we have to deal with. God forbid it happen or any one of us (or our families) get hurt, but it's a pretty common thing.
These days, if someone happens to get past my dog (which is unlikely), I tend to revert back to my special forces military days and keep an H&K .45, with a Surefire light rail, in a lock box next to my bed. Our town (little hick town) is bad about meth heads, break ins, assaults, etc and I don't tolerate any of the three.