Just for your info, there are a unbelievable amount of cases where people are breaking into houses, taking car keys and then taking the cars. Literally hundreds every day up and down the country, so much so that the Police have a nationwide operation (op millennium) in place.
The burglars tend to only go as far as they can see from windows, they won't go upstairs (generally) and will only go into a house as far as they can see from outside as they don't want to bump into home owners.
The simple things to do are not to leave keys on display, especially not all hung up together or in a kitchen counter. Mine come to my bedroom with me.
As far as security goes a good alarm is a brilliant choice, but is expensive. Make sure you double lock all doors and don't leave keys in the doors.
A trend that has been occurring recently is putting a piece of bent pipe through the letterbox of PVC doors, getting the pipe over the handle and opening the door that way.
Most burglars are opportunists and they will try every door on a street, you'll find that the one that gets broken into is the one that has left their keys out, or done something out of a momentary lapse of memory.
Again, this is a generalisation, aimed at these particular type of Burglaries.
A big dog is also a great deterrent. If possible, add a ground anchor or bar to the end of the driveway, so that even if they get the car keys they can't get the car off the driveway. Camera's (both covert and overt) can help. There are rumours that you can't have camera's, but it's crap. As long as it's not directed in a window or on another persons house you're fine. A good security system fitter will tell you this too.
As someone has previously mentioned a steering lock is always a good call too.