In our old hood, we had a neighbor who had retired and would stay at home for a week and then visit one of her kids in another city a week at a time. She returned home from one visit and opened her garage door and it was empty. The thieves had slowly chiseled around old cement blocks until they got enough to climb through, disable her alarm and then open the door and haul away all her stuff.
I bought a couple of those big Stanley wheeled job boxes that Home depot sells and some chain and locks. I started locking all my tools up and chaining everything to large bolts through the wall studs.
Sure someone with enough time could still steal stuff but it was enough that it would slow them down and make noise.
I bought a nice new steel door for the front and took the old steel front door and replaced the wooden back door into the garage with it. Then another exterior door between the garage and kitchen, then bought three sets of deadbolt locksets and had them key'ed alike and installed in all three doors with 4" desk screws into the studs.
Of course they then broke into my shed and stole the lawn mower and bicycles.
In larger towns no one even responds to alarms anymore due to too many false alarms, I used to try and call them in and only annoyed the dispatchers, the alarm salesmen who come around really hate me when I tell them that.