Cameras and lights, I figure that if they want, they'll break-in, a glass punch will get them through most windows no matter how well they're secured, and if they're willing break something (they obviously are) then brute force will always win out, so you have to make the risk not worth it. Most thieves aren't cunning, they're opportunistic.
Fortunately, it's not happened to us, but from experience elsewhere, don't expect the police to do anything other than issue a crime number.