This is one reason I'm a huge proponent of having dogs at home. They're far smarter than any alarm system. They don't need to actually be big dangerous guard dogs in order to protect you from burglars.
To illustrate my point, watch this video, with subtitles on: http://www.youtube.com/watch?feature=player_detailpage&v=xmK...
Thieves don't wan to be caught or injured - they'll go for a house that doesn't have a dog bark at them when they are peeking in the windows; they'll go for the house without an alarm box next to the one that does. Even a small dog works for deterrence even if not so much actual physical defence - I've known people with some very non-aggressive dogs who still have 'Beware of Dog' signs for this exact reason.