Here are things that would make your house a less attractive target than your neighbors:
When you're not at home, keep your windows closed and locked. Use a bar to keep them from opening. It also helps communicate to the burglar that they would have to break the window to get in. Locking all your windows before you go out takes discipline.
Throw away all of your locks. Not your knobs necessarily (though they may be junk too), but the lock cylinder inside them that your key goes into. Buy Medeco replacements for all your doors. This will prevent the use of super simple to make/use "bump" keys. Don't know what those are...google it and be amazed. 10-12 bump keys (you can get them at most gun shows and sometimes on ebay) can open 90+ percent of US home locks.
Buy an alarm system. Some don't like these because it's a perpetual monthly fee. If money is an object, this one might have to suffer. If not, get the usual door/window alarms, but also get one for glass breakage, and motion.
Buy motion sensitive lights and put them all around your house. Sure your neighbors will hate the false alarms caused by your kid sneaking out to hook up with his friends at the local pub, but removing dark places really sucks for burglars.
Keep your junk in a safe when it's in your house. Credit cards, checkbooks, jewelry, and other stuff that a) is valuable and you want to keep it, and b) that could be used for identity theft, all goes in a safe. Oh, when buying a safe, if you're trying to save money, you're thinking about it wrong. You want a good one, and you want it BOLTED TO THE FLOOR. It's so easy to rob people who leave all this stuff out in the open.
Don't do anything stupid like put a spare key outside your house. Rocks, lockboxes, whatever -- you might as well put a bow on it.
Make sure your garage door and opener aren't from the 80's. It's too easy to buy/make a device that can open your garage. Get a newer one, they're much harder to deal with when trying to brute force the codes.
If your car has a garage door opener in it, you now have to make sure your car is secure -- otherwise, break into your car and you can walk quietly into your home.
And for the love of all that is holy, don't use your twitter or facebook feeds to let people know when you're going to be away from home!! Duh! Not one of these will prevent access to your home if the robber really really wants to get into YOUR house. However, if you do 6/8 to 8/8 of these, most robbers will move on -- it just won't be worth their while when your neighbor's upstairs window is always open. Climbing isn't hard.