Can't remember where I saw it, but I read an article once where convicted burglars were interviewed about the sounds most likely to make them leave a home immediately. The top four were:
1) A shotgun being cocked
2) A dog barking
3) Home alarm going off
4) A pistol being cocked.
It was interesting the difference between shotgun and pistol, since both will ruin your day, but there you have it.
My wife and I use a layered approach: home security system with real-time voice response (you know, where a person comes over the speaker asking you to identify yourself and supply the password), two dogs, and firearms. I doubt we'll ever have to get to the third layer, but if we do, I listened to the burglars and bought a shotgun. Our garage has been broken into twice, but never our house, thank God. They're welcome to the contents of the garage beer fridge, although I'd prefer they leave the good craft beers and take my sister-in-law's boyfriend's Bud Light.