I spent the last couple years selling and installing security systems (back in college now). I've done hundreds of houses, probably 3/4 of those had been broken into. I have a few thoughts to share with you.

First, thieves don't pick door locks, thats TV. It takes more time and skill than its worth, a crowbar is faster and easier, so don't spend your time worrying about commercial "pick proof" locks. The only reason to pick a lock to is to be able to leave a scene without people knowing you were there, which doesn't matter in a home robbery.
Second, while stronger doors and laminated windows are nice, they are ultimately not terribly effective (especially considering the price you would spend to do this to your whole house). Laminated glass can still be broken easily, and you only need a hole big enough to get your hand through to unlock the window. There were a couple houses that I went to where the thief took a high-lift jack and put it horizontally in the door frame, breaking the frame like match sticks, and spreading the pieces far enough apart to swing the door open.
The best thing you can do is get an alarm system, and don't be cheap. If you can get the alarm to go off before they get into the house, they usually run off. Throwing a couple of door sensors and a motion or two won't do that. Look into shock sensors for doors/windows (them kicking one of your non-entry doors would have set the alarm off before they ever go into the house). Still have a motion or two anyways.
As for having it monitored, honestly, its not that effective in catching criminals. Police take time to respond, especially to alarm calls, simply because they spend so much time going to false alarms. If you do get it monitored, get a cellular uplink unit, and have it as your system's primary communication. Any thief worth anything knows to go and cut the phone lines before he tries to break in, and if you don't have a cell unit, you are paying for monitoring on a system that probably won't be dialing out. The best reason in my mind for having a monitored system, is because it can save you on insurance, and you can get smoke detectors monitored.
Get alarm system stickers regardless, many thieves will turn away just to avoid dealing with a system. And put stuff you care about in a LARGE gun safe, preferably bolted to the floor from the inside.