There comes a point where if you make it hard for the bad guys to get in, you make it hard for you to get out. Which is a variation of one of Murphy's Laws of Combat btw.
Bars on the windows - prime example. Middle of the night, the smoke alarm sounds, you see flames, smoke is billowing, and you need to find the key to your bedroom bars to get out. Good Luck Chuck.
Stuff is stuff. It can be replaced. If you have something so valuable that it can't be rpelaced, keep it someplace safe, like a bank.