If you don't have a dog, get a dog! One that is medium or large in size and a protective breed, such as a German Shepherd, Rottweiler, Akita, Great Dane, Colly, ect. Avoid breeds that are typically quiet, like a Siberian Husky or Alaskan Malamute.
If a dog is not an option, leave some lights on at night. This will make the robber think you are awake and most likely not stop in. Keep a metal bat by each door and next to your bed. You can also keep bells by doors and windows to alert you. Keep a phone near where you sleep at night as well.
There are also security systems. These are a lot more affordable then they use to be.