If you also have World Adventures and are not against using cheats, you can always add some tomb triggers to your house. Perhaps adding a fence all around that will reveal a hidden door when activate via switch. If that doesn't hold back burglars, nothing will. Having such a setup may result in one of the following outcomes: the burglar will be stuck on your lot until they are reset or die (although their motives may not decay when they are in this state), they will teleport into and out of your house, a burglar may be "on the way" but never actually get to your house due to route failure.
All inventive options aside, you could just set up an alarm by the front door. The cops will come and nab the thief.