The security screen door was purchased locally at Home Depot. They have a couple dozen styles available, from cheapie Class I (i.e., your 5-year-old could kick it in, but it keeps your cat out) to the Class IV that I have. Home Depot doesn't stock every available style or color, though, so you may want to do some research if you have a more specific need.
Security window film is another cheap but extremely effective measure. You can install it yourself (it's not easy to find someone to sell you the film by itself, but you can find someone if you try), or have it done professionally. The latter will be worth it if you have windows that are difficult to reach or that are odd sizes.
I have a smallish 3-bedroom single-story, and I spent something like $600 on the film. I've installed tint film before on both cars and homes, so it was fairly simple for me. You really only need the 1st floor done anyway.
Really, the most important things to increase your physical security don't cost very much at all. The key is to know what they are, and to analyze your most likely risks, and address them in a logical order.
-Troy