I used to live in Passaic, NJ, which is a pretty rough inner-city in North NJ. We lived in the parsonage that was attached to the church -- my dad is a minister. We had two guard dogs - one outside and one inside the house. Still, the church compound was broken into several times.
Now, I live in Wayne, NJ, which according to a 2005 CNN/Money article, is the 2nd safest place to live in the USA.
Link to article. It helps that the Sheriff of Passaic County lives in Wayne, and has the Sheriff's HQ in Wayne. I live within earshot of the Police station.
I never had a break in, although I had a rock thrown through my window -- we suspect it was a contractor that we wound up taking to court. But that's a different story...
That said, we do lock our doors at night. I guess living in Passaic all those years, I can't help it. However, if someone breaks into our house, we really don't have anything of value to steal. I mean, we still have a 27-inch TV for cryin' out loud! No real expensive jewlery or other stuff that would have any worth. I fear that if someone broke in, they would mess up the place in sheer frustration of not finding anything to take...
-Z-man.