I was going to recommend one of these. I'm not sure how well they'd work if you have carpet near the door, but if you have wood or tile it it should work very well.

Also, if you have windows that slide open sideways (or sliding glass doors), get wooden dowels to hold them in place. 1/2" PVC pipe will work too. I have these cut in lengths that allow me to open the doors and windows 3-4", just enough to let air in but not enough space for anyone to squeeze through.

Finally, if you have windows you think are vulnerable, you can get some of these stick-on window alarms. They're cheap, very loud, and you can turn them off if you want to (you stick them to the inside of the window). What I like is that anyone standing outside, looking at the back of the alarm, will see a red circle with a black doberman on it, and the words: "ALARM: PROTECTED BY DOBERMAN SECURITY."

Good luck!

EDIT: I just noticed that the company also sells window decals with the same image - you can get a package of six for less than five dollars.