Its all about putting obstacles in place to deter a thief.
We had a car stolen going 10 years back, mid day in broad day light and we were sat in the room and didn't hear a thing. Get a chime on your door, add extra locks, lock your gates, close/lock as many doors as possible. All these obstructions will deter them. They are looking for something easy. Someone very nearly got my Edition 30 and my dads Passat.
Luckily for me they picked up the wrong key and luckily for my dad they were morons and didn't know how to start a Passat.
We always lock doors day or night, have installed snap locks, the door to the conservatory is now always locked, alarm always on, dead locks on the doors and keys out of site. Oh and CCTV