Pray to St. Michael, he's quite a helpful sort.
Suggestion wise, do you know your neighbours? What's the community spirit like there? Neighbours are often a great assist if they see something dodgey.
Sleep with all doors in teh house shut, not only will it give you some protection against smoke in a fire, if you have a few squeaky one you're more likely to wake if someone is trying to get one open.
I find threats, spoken in a firm, non-chalant kinda way scares most off. Like the "you want a knife in the spleen?" comment I said to some idiot trying to get in my window a few weeks back. I had lights on and was sitting right near the window. These people are generally cowards or drunk, so they dont' really want to pick a fight.
I don't have the luxry of easy access to gun ownership in this country, so I can't comment about shotgun effiacy.