While clearing rooms is considered dangerous and the pros recommend setting up a safe room, I am not just gonna sit around waiting and wondering if the noise was something or nothing. Armed and very carefully, I am going to check out the noises. I figure I know the layout of my home in the dark better than any intruder could, so I am going to use this to my tactical advantage while moving. I know where every piece of furniture is, every spot where the floor squeeks, etc, so I figure I still have the advantage over an intruder who will need to have a light (which I will spot in my totally dark home) or hear him from his bumping into stuff in the dark.
But usually the noises are from something that just falls, a friend or family member who you think is away or has just got out of bed for a snack, a cat or dog, etc. So be cautious but not trigger happy when checking out noises. You don't want to shoot a loved one by mistake.
In an experience I once had, I thought sure I was about to confront a bad guy face to face! I was sitting in my recliner late at night(about 75% asleep)when I heard a loud, metallic clang on my carport! I jumped up and grabbed my duty rig which I had pre-arranged with holster, mags and Scorpion light just for such occasions. After stuffing my Sig into the holster and strapping everything on, I grabbed my 870 and went out the back door expecting to sneak up on someone who was trying to steal parts from my car and who had dropped their wrench or screwdriver (which is what I thought had made the sound). As I scanned around the corner looking for bad guys, I found no shadows or silhouttes. I heard no noises. The area around my cars and house appeared secure.
I finally turned on my light and discovered what the "thug with a wrench" had been....a large outdoor thermometer with a metal mounting bracket had fallen from the wall! It had probably been struck by a flying bat or owl that came through one side of the carport and went out the other. When it fell the sound of the bracket hitting the concrete was a very weird and different type of noise to hear at night like that. I assumed the worse but it turned out to be nothing. But had it been something, I sure as hell was prepared when I went out! LOL. I would have felt pretty dumb reporting to the police that I heard people trying to steal my car when in fact it was just a falling thermometer.