Look at your home through a burglar's eyes - where are the weak security spots?
Go outside - what can you see through the windows? If you have a burglar alarm, remember to set it and leave contact details with a neighbour.
Tune your radio to a talk show and leave it on a timer to on whilst you are out.
Plant prickly foliage and bushes around the perimeter of your garden to keep out intruders.
Watch this Police Video for some very useful advice.