Alarm system
This is without a doubt the best way to be secure and avoid burglaries.
Maintenance
Keep your smoke detectors and all heating apparatus in proper working order and have your chimney swept regularly.
Do not overload your electrical circuits. Use safe power bars instead.
During your vacation
Before leaving on your long-awaited vacation, do a final inspection of your home and check that all the doors and windows are closed and locked.
During an extended absence, shut off the water supply and ask someone you trust to come and pick up the mail, check that the heat is on and that there have been no attempted break-ins. In wintertime, have the entrances and exits cleared as if you were home.
If one is available, use a neighbourhood watch program. If you are a tenant or even a condominium owner, let your janitor know.