I have to agree with Jim, i've always considered a burglar alarm an essential part of home security. That's not to say it will guard against every eventuality, but it can be a very effective deterrent if a would be thief sees that they have to get past it for their 'visit' to be worthwhile.
Some thieves are completely brazen and will fancy their chances in any situation, but the majority want to be in and out as quickly and quietly as possible and won't risk attracting any attention.
As said, doesn't mean that if you have an alarm that you'll never get broken into. But if you don't have one, or if you have one and never use it you're making it easier for them than it otherwise would be.