I lived in an apartment complex awhile back. It could be comforting to hear people close by as long as they don't make too much noise. One balmy night, I remember hearing people outside carrying on in the late night. They were not real close but were on the apartment grounds and rattled my nerves. I ended up moving for other reasons as well.
Consider getting a house scapular. www.ewtnreligiouscatalogue.com
Maybe have a lot of religious pictures, statues and books in the house. Maybe a crucifix in the bedrooms and living room. Sometimes playing soft music helps to calm the nerves--such as religious hymns. Maybe saying the rosary at night will help you to relax enough to sleep.
Aside from making sure all windows and doors are locked, maybe you could leave the light on in some rooms during the night and change which rooms are lit each night. If I am home alone and nervous about it, I sometimes prefer to have lights out since I think if someone is outside driving around with no place in particular to go, they might be attracted to a house which has a light on with someone awake, as they might think we have something in common--that we are both awake in the middle of the night.
Do your neighbors have grills on their lower level windows? If so, maybe you need the same.
Do your neighbors have posts in their yard or stickers in their windows indicating they have security systems. If so, maybe you need the same.
Maybe get friendly with your neighbors so that you do not feel too alone.