Well if an alarm is out and a dog is out I can think of a few things....
Strengthern all your doors, windows, locks, and if you have a garage get that two, and if it's electric scramble the codes....
Theres a number of products that block doors like barracades, they should be pretty cheap and simple to use, depending on the prodact just wedge it in, or screw it in place....
There are also some do it yourself alarms, that don't requir a service, and are relateivly easy to use and idiot proof some common ones are little alarm boxes that are hung over doorknobs, and if there moved they go off, or adheasive types that stick to windows and detect people comeing through the windows, there are also magnetic types that work for door, and windows, as well as a number of other things....
Alternetively you could try some booby traps, heres some novel ones
stopthecrime.com/products.htm when triggered they spray a cloud of OC (Pepper Spray....), alternativly there are a varietty of types available from surplus stores, like trip wires attached to a device to set off a rifle, or pistol round, or a shotgun shell blanks ofcourse but you could put real rounds in them as well, though that would probably be illegal, there are also ones that trigger glow lights, flares etc.....